What I did was follow the instructions on the Open DNS page and it worked fine:

https://www.opendns.com/smb/start/device/ubuntu

To avoid having your settings get revoked after reboots, or after periods of inactivity, do this:

Code:
sudo cp /etc/resolv.conf /etc/resolv.conf.auto
Code:
gksudo gedit /etc/dhcp3/dhclient.conf

# append the following line to the document

prepend domain-name-servers 208.67.222.222,208.67.220.220;

# save and exit

Code:
sudo ifdown eth0 && sudo ifup eth0

.