A domain wall separating two oppositely magnetized regions in a ferromagnetic semiconductor exhibits, under appropriate conditions, strongly nonlinear I-V characteristics similar to those of a p-n diode. We study these characteristics as functions of wall width and temperature. As the width increases or the temperature decreases, direct tunneling between the majority spin bands decreases the effectiveness of the diode. This has important implications for the zero-field quenched resistance of magnetic semiconductors and for the design of a recently proposed spin transistor.