Why is it more secure to prohibit the DTD when consuming web services with things like .Net WCF?

Question

In the documentation for securely consuming web services with WCF they state that it is recommended that you prohibit the DTD when consuming the metadata. Why is the DTD a security risk?

http://msdn.microsoft.com/en-us/library/ms734741.aspx

Answer 1

http://msdn.microsoft.com/en-us/magazine/ee335713.aspx

Answer 2

In this case there is a known denial of service exploit (see andrews answer)

However, almost anything that reduces the attack surface will improve the security.