OpenDNS, like any DNS based system relies on caches, both in the browser and a DNS cache of the operating system. If something is found in the cache it does not make a lookup on the DNS server, which in your case would be OpenDNS. If you have a local DNS server in your network, such as on your router or elsewhere, then a cache is there as well. This is an inherent feature of DNS and provides for faster internet access and usage, while also minimizing network traffic.
If you change your DNS settings you need to wait until the cache contents for that domain expire (which can range from a few minutes to several days, depending on how the domain and it's DNS records are configured) or you have to flush your DNS caches.
Quite simply, OpenDNS was never intended for frequent changes such as this, which is effectively time-based DNS filtering. Unless you intend to flush all DNS caches every time you make these changes, you are better off using something like a Netgear router with LPC (Live Parental Controls) which utilizes OpenDNS technology. Since it is router, some of the Netgear models are capable of implementing time-based blocking, which many users of OpenDNS would like to use.
