Well, first of all, a DMZ doesn't mean that they have no external IP. If you're behind a NAT router a DMZ is meant to leave the PC exposed to the internet without interference from NAT.
What you need is your server to be inside your LAN on a 192.168.x.x IP address and DNS records set-up to point to that server so Zimbra can find itself during install - it won't work any other way.
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Regards
Bill
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