Many users of this website are parents seeking more information about parental controls. The information provided in this post is pretty technical. Do not be overwhelmed if you are not a power computer user. The most important thing to understand here is that it is possible to set up additional controls on your router to prevent users from going around the OpenDNS settings you have established. Whether you do it yourself or have someone else do it is secondary. There are a variety of ways to do it which is complicated by the number of routers on the market. The links and information below provide information about some of the methods that will hopefully enable you to apply the controls to your specific router. Additionally, there are links to the support forums for the most common router manufacturers where you can seek assistance as well.
Firewall Rules to Prevent Circumventing OpenDNS – from OpenDNS website
Router Support Forums: