Setup Moss to use a database hosted on a SQL box in an untrusted domain.
I had to configure a MOSS environment to run in a DMZ with its own Active Directory forest and using a SQL box that is located outside that forest on a separate network.
To configure SharePoint, one of my colleagues pointed me to a KB article that is worth mentioning. The default SharePoint Configuration wizard did not work in this case.
Here is the article: http://support.microsoft.com/kb/932376