To answer your question more directly, the DHE does use a different form of key establishment which uses different algorithms, different parameters, and potentially different parameter sizes. The forward secrecy is a desirable property in itself, but under some circumstances implementations might use weaker cryptographic parameters in conjunction with it.
(Daniel Kahn Gillmor first told me about this problem; in TLS_DHE_RSA the RSA key is used for authentication of the DH key establishment -- to stop someone from doing an active MITM attack -- but not for the key establishment itself. In TLS_RSA the RSA key is used directly for key establishment. Thus when you use TLS_DHE_RSA, your security levels may be limited by the weakest link mechanism that you rely on for security, which could conceivably be the DH exchange, depending on other features of your configuration and environment. A number of folks have been aware of that particular problem to some extent for a while and even discussed it at, for instance, the IETF TLS working group, but this paper takes things considerably further and makes the problems really concrete.)
Edit: upthread you can find a link to pbsd and AlyssaRowan discussing forms of the problem half a year ago, including the fact that you can get less security from weak DH parameters than you would have gotten from strong RSA parameters, despite the presence of forward secrecy. In some settings there cost trade-offs are possible for attackers between breaking particular sessions vs. breaking all traffic to a particular service.
With DHE, the Diffie-Helman exponent math is what establishes the shared secret, and if the DH prime is broken, then the shared secret can be derived by a MITM. The public DH parameters are sent in the plain, so a MITM can just observe them. A hash of those parameters is signed using RSA, so they can't be changed, but that's not important to defeating forward secrecy.
So if if the RSA key is bigger than ~1024 bits, then TLS_DHE_RSA_WITH_AES_256_CBC_SHA is likely weaker.
[1] There is some further derivation done to get the actually session key, but that's not relevant here.