You're insightful to point out that the compromise of a single server within a DMZ places all of the other devices in that DMZ at risk. However, it's important to point out that the compromise of one system does not necessarily mean that other servers will "automatically" become compromised. When an attacker gains access to a single server, that system does provide a possible foothold in your network. Relying upon the trust relationships between your DMZ's servers, the hacker can then leverage that foothold to gain access to other systems.
How can the enterprise be protected from this risk? By using security controls other than the network firewall that segments the DMZ. For example, deploy host firewall software on each server within the DMZ, restricting inbound traffic to that which is necessary to meet business requirements. These rules should even apply to outside servers that have been collocated in the DMZ. Similarly, implement all of the other system hardening best practices: ensure that systems are patched properly, practice good account management and deploy antivirus and intrusion detection software on the network.
This was first published in March 2008