[Jefff]

You need use OnPlayerCommandReceived callback

pawn Code:

public OnPlayerCommandReceived(playerid, cmdtext[])
{
    if(PlayerInfo[playerid][pDM] == 1) // if is player in DM
    {
        if(!strcmp(cmdtext,"/exitdm",true)) return 1; // he can use only /exitdm
        return !SendClientMessage(playerid,0xFFFFFF,"You cant use commands in the DM Zone/Jail"); // return 0 is blocking all other commands
    }
    return 1;
}