Wireless adds a wrinkle. I've seen DMZ's that weren't worth a plugged nickel (belkin routers), but you should be ok with OpenBSD. I'd test the DMZ anyway from your roommate's wireless network to see if you can get back in on the rest of your network.

Port monitoring programs like Active Ports and TCP View (or for that matter, F-Port and Netstat) will tell you where your Windows machines are connecting if need be. I run Ettercap and Etherape from a linux unit to get a quick fix on any rogue IP's that may be camping out on my networks. And I run
Ethereal every now and then on my webserver (W2K) to see what's happening there. Snort's built-in to my FTP server (RH7) and it picks some things up, but I'm not as up on it as I'd like to be.

Either way, the best network defense you will have going for you is paying attention. Know all the devices on your network and their ip addresses. You're in for a learning experience.

Just my two bits.