"access the web without our ISP"
This is technically not possible, as only your ISP provides you with internet connectivity, even if you use a proxy or VPN. They still would see what proxy/VPN service you're using.
You can use OpenDNS in conjunction with a 3rd party proxy/VPN service only in case:
- You do not send your DNS traffic through the proxy/VPN, but directly to OpenDNS. (Your ISP still sees it.)
- Some VPN services establish a virtual NIC interface which you can configure to use OpenDNS through the tunnel. You should not register the VPN's IP address with your dashboard, because it is a shared address.
- You succeed with configuring the proxy/VPN server to use OpenDNS (unlikely, possible only if it is your proxy/VPN server).