I haven't done much with DOF, but I can say a few words. You have to check it of course in the render tabs, but then you go to the camera tabs and check that too. So far, so good. Then at the top is a radio button that gives you an indication of the focus distance (red field). For more DOF you'd have to set the aperture diameter quite high, so the f value decreases. Best to experiment from there on.
Hope I got you on track.