For what its worth I have a Linksys WRT54GS running DD-WRT and I have it configured to assign opendns's dns servers for dhcp AND I have it setup with iptables rules that force dns requests to use opendns.

So for example my kids can not just change their dns server settings and get around the opendns site block outs I have setup. If this thing tries pulling dns at all it has to be going to opendns.