Oh, you poor unfortunate souls! Forced by the cruel silver hand of fate to roll a Death Knight only on realms on which you already have a level 55 character. You've cried out in pain as the lashes of this restriction struck you, and through the anguish you've yelled "Yo Blizz! Lemme roll my DK anywhere, aight?"
Word. Big Blue's got your back.
Starting with the launch of 3.0.8, you'll be able to roll a new Death Knight on any realm as long as you have a level 55 character somewhere. The normal restrictions for character creation are still in place, though--can't make an opposite-faction DK on a PVP server, can't roll a DK on a server closed to transfers unless you've got a 55 there already, etc. All fair!
Before you ask why this feature wasn't implemented from the get-go, remember that it wasn't even very long ago that the developers were deciding "how is dk formed?" (though they did say that the restriction would be lifted soon after Wrath launched).
So fret not, ye oppressed. Soon, your chains (of ice) will be broken.