See my article on this on myitforum. http://www.myitforum.com/articles/2/view.asp?id=10273 specifically this part:
A problem that I've run into more than once
A DMZ host does not ever send a heartbeat, or the heartbeat stops updating information to Management server.
This is usually a problem with UDP port 1270 going from the DMZ agent to the Management Server.
Get the mom 2005 reskit, use the mom network pre-requsite checker from the dmz host to see if it can get thru port 1270.
Another good resource is http://support.microsoft.com/kb/904866
Hope this helps.
Scott Moss
Wantabe MOM Admin 
Visit myitforum blog http://myitforum.com/cs2/blogs/smoss/default.aspx