LOL! Me neither. Besides, I wouldn't have expected it to be listed under Security. Linksys is like this. They like to place options in the oddest place. For example, where is the router reboot option? In my WRT320N, it's under Administration -> Diagnostics! Seriously, reboot is considered a diagnostic tool???
LOL!! Well, I'm not surprised. I remember reading a review about the Linksys WRT320N where the writer was complaining that there was NO reboot button! Well, let's just say Linksys makes it a game of hide and seek...
I currently have a subnet behind my edge router which connects to my ISP service dedicated for a "DMZ." The other parts of my network which I treat as a higher trust level are routed from this DMZ subnet via another hardware firewall and broken up into separate subnets defined by VLANs. Whenever I get my other router configured correctly, I will have the DMZ subnet totally isolated on its own subnet and therefore will not be routing any internet traffic from my higher trust zones through it.