In this paper, we consider a queue with multiple K job classes, Poisson arrivals, exponentially distributed required set-vice times in which a single processor serves according to the DPS discipline. More precisely, if there are n(i) class i jobs in the system, i = 1..., K, each class j job receives a fraction alpha (j)/ Sigma(i=1)(K) alpha(i)n(i) of the processor capacity. For this queue, we obtain a system of equations for joint transforms of the sojourn time and the number of jobs. Using this system of equations we find the moments of the sojourn time as a solution of linear simultaneous equations, which solves an open problem. (C) 2004 Elsevier B.V. All rights reserved.