What OS are you using?
What is your board (Intel - Via etc)?
Have you installed any chipset specific drivers like Intel Application Accelerator?
Need to know this to point you to the right direction.
If you havent istalled any such software, DMA can be set through the OS. If you are using XP, you will find this in system devices under the IDE controllers properties. In 9x OS you will find it in the drive's properties (system devices - cdroms)
Edit: Seems like rdgrimes beat me to it