After you went through the steps outlined in the OpenDNS instructions are you sure you clicked on the Apply button at the bottom of the router screen?
No, I am not 100% sure, only 99%. Am I ready to go through resetting everything again if I did remember? (My parrot knows how to say "Dammit!" but I can't figure out why…)
When my daughter was a teenager our parrot learned to call out her name every time the telephone rang and I never figured out how that happened either.
If we knew what it was we were doing, it wouldn't be called research, would it?