Duan-

  Instead of photoresist, another option to protect the sidewalls during
the etch might be to do a partial cycle of DRIE leaving the sidewalls
protected.
  The polymer deposited during passivation in DRIE is removed during the
etching cycle first along the bottom of the trench, then from the
sidewalls.  If you stop the DRIE when the bottom of the pit is clear of
polymer but the sidewalls are still protected you should get the
protection you want.  After the TMAH etch you can then finish the DRIE
cycle and remove the polymer from the sidewalls.
  A related work is the Master's thesis of Daniel Guagel:
http://www.ece.cmu.edu/~mems/pubs/

best,
Michael