Here are some steps to change the DNS server as following.
1. Click the Start menu, then select Control Panel.
2. Click on Network and Sharing Center.
3. Click on your primary connection or Local Area Connection under "Active Networks".
4. Click the Properties button.
5. Highlight 'Internet Protocol Version 4' and click Properties.
6. Click the radio button 'Use the following DNS server addresses:' and type in OpenDNS' addresses in the Preferred DNS server and Alternate DNS server fields.
7. Click OK button, then the Close button, then Close again. Finally, close the Network and Sharing Center window.
Hope this will helpful to you.