DEP is a feature introduced in Windows XP SP2 (Linux as well) to prevent code execution from non-executable memory regions (e.g data segments of a program). It can be accomplished in terms of Hardware, Software or both. To know more about it, just go through following link,

http://support.microsoft.com/default.aspx/kb/875352/EN-US/

http://en.wikipedia.org/wiki/Data_Execution_Prevention