Android is a bit resistent with such configuration changes, especially if you also have IPv6 connectivity. In fact, a DNS changer app is the better way to use a 3rd party DNS service of your choice like OpenDNS, especially if you connect in different networks including mobile ones.
How did you check that you don't use OpenDNS on the Android device? Visit http://welcome.opendns.com/ on it to verify it. If you're not using OpenDNS, you could visit http://dnsleak.com/ to perform the test showing what DNS services you're actually using which may give you some clue.
"filtering not working"
Do you know that this feature is available only in networks you own, not for your devices in other networks?