1. Create your openDNS.com account. Add your Network to their system, etc.
2. Go to the “System” -> “General setup” page.
3. Set the DNS address to the OpenDNS’:

208.67.222.222
208.67.220.220

Now just make sure that “Allow DNS server list to be overridden by DHCP/PPP on WAN” checkbox is NOT checked.