Putting your router in DMZ mode is the worst thing you could do.
If you don't pay for the best internet, say 6mbs down and 3mbs up, nothing you do on your router will boost up download speeds.
Be sure you have UPnP turned on, check to see if there's any settings in your MODEM that might be causing a problem for the router.
LAN to PS4 also, no wifi unless you want problems and interference.
On PS4 you wants NAT2 for best experience, not NAT1 or NAT3.
With all of that said, here's a tutorial from Linksys on how to enable DMZ on their routers. It may not be specific to the router you're using, but same steps are used.
http://www.linksys.com/us/support-artic ... Num=142514