The original question has been answered already, the remaining error has its origins in a missing \maketitle and \keywords and \subjclass statements. They are desperately needed as page heading styles.
\documentclass[11pt,leqno]{article}
\usepackage{dm}
\begin{document}
\title{Theory on Brontosaurs}
\author[A. Elk]{Ann Elk (Misses)}
\address{Brontosaurs excavation institute}
\email{ann@brontosaurs.net}
\keywords{brontosaurs, elks}
\subjclass{Primary brontosaurs; Secondary dinosaurs.}
\maketitle
\section{First section}
\newpage
\begin{thebibliography}{0}
\bibitem[Elk]{} R. Hill and A. Dow,
\emph{Another Theory on Brontosaurs},
Journal of Dinosaurs. 1 (2015), 1--4000.
\end{thebibliography}
\end{document}

dmpackage at ctan. unless we know where to find this package, no one can help. identifying the journal is the only clue that might provide the necessary information. – barbara beeton Feb 15 '15 at 05:11dm.stylinked to at that page and save it in the same directory as your.texfile for this paper. Optionally, if you plan to write more than one paper for this journal, you can follow the directions at Where do I place my own.styor.clsfiles, to make them available to all my.texfiles? – Paul Gessler Feb 15 '15 at 06:00dm.sty, for what it's worth... – Werner Feb 15 '15 at 06:06