around that. You need to also change your router to not allow out-bound DNS requests. If changing the DNS server on a specific PC/device required Admin permissions, you would be safe, but last I knew, changing the DNS settings was not protected on most kid-used devices. If the kids manually set the DNS server on a PC/device, they can bypass OpenDNS.
I use OpenDNS, but I also have my router configured to block out-bound DNS requests over the DNS port. Only the router gets to make DNS requests, and the router is set to use OpenDNS. I do have a few laptops, like mine, that I've configured to override the DNS request denial rule, so that I and my wife are at a different level of protected access than the kids devices. Then we password protect those higher accessibility devices.