It would be helpful to mention on what type of device you want to set up a DMZ if you want a more precise answer. If you have a PIX or a router, a minimum of 3 interfaces is required to make the use of a DMZ possible (inside, outside, dmz).
Here are some configuration examples :) You can always find more with the cisco.com search!
Router configuration example:
http://www.cisco.com/en/US/products/sw/secursw/ps1018/products_configuration_example09186a0080094111.shtml
PIX configuration example:
http://www.cisco.com/en/US/products/sw/secursw/ps2120/products_configuration_guide_chapter09186a008008d203.html
I hope this answers your question!
Regards,
Michael