Networking Question?

Hi guys been a while since i needed some help must mean am doing something right! but am around reading the news everyday anways.

Right am currently in the process of setting up several servers for a little project i have, I run quite a few game servers from home for frirnds and family its saved us all a bomb , they are on a fiber line, but the problem is that router hardware my ISP has provided has known bugs to do with port forwarding, it just never has worked in its life, on the up side of it tho the DMZ works wounder full, witch i have a single server running on, running windows server 2008r2.

So if i set the DHCP Server up on my windows server box and leave it in the DMZ using its IP:192.168.0.2 for example and point all the other servers at that DHCP server it should let me use the firewall as way to block incoming and out going traffic on specific ports?

So the server manages what's open by allowing or denying connection instead of this bad peace of hardware i have from my ISP.

just thinking to add to it do i need to DNS servers as well?