I'd strongly recommend you immediately check the manual that came with the lens. As this lens is SAM it may not be compatible with DMF and you could be stripping the gears by turning the focus ring without putting it into manual focus mode.
My A99 came with an official Sony kit lens - the 28-75mm SAM lens. It is incompatible with DMF, as stated in the lens manual.
The 18-135 lens is unique among the SAM lenses, in that it is the only one that allows full-time manual focus (like you get with the SSM lenses).
Thus, you don't really need to have the camera set to "DMF" mode to get DMF when using this lens. Even in the "normal" AF modes (AF-S, AF-C), you can always turn the manual focus ring on the lens to fine-tune your focus.