In addition, the smaller the lens opening (a higher ƒ-stop number), the more depth of field. This is modified because as this opening gets physically smaller, depth of field increases (for example, a pinhole gives infinite depth of field), so with the physically small lenses used, the aperture is smaller, too, giving more depth of field. (Lens designers run into another problem from this smaller size: When the lens opening is too small, light diffracts around the edges of the aperture, dramatically reducing sharpness. This is why most small cameras don't stop down past about ƒ/8.)
With the larger sensors used on D-SLRs, you use longer focal lengths, meaning depth of field is more restricted and defined. You can limit your depth of field with small cameras by using the telephoto end of the zoom and as wide an aperture as possible (you may need to use a neutral-density filter to compensate for exposure issues).