Кръстила съм твоята таблица "New":

За MySQL < 4.1


CREATE TEMPORARY TABLE tmp
SELECT max(DtTm) AS maxDt
FROM New;


SELECT MAX(id),IdNmn,DtTm,Value
FROM New,tmp
WHERE New.DtTm = tmp.maxDt
GROUP BY IdNmn;

За MySQL >= 4.1

SELECT MAX( id ) , IdNmn, DtTm, Value
FROM New
WHERE DtTm = (
SELECT MAX( DtTm ) AS maxDt
FROM New )
GROUP BY IdNmn;