Thanks rotblitz, that was my problem.  I reset my router a while back and did not update the DNS routing.  By default it does automatic DNS routing.  I disabled that and entered the opendns nameservers.  Now web filtering is working again.

Hi Matt, thanks for responding.  It appears that OpenDNS was recently bought by Cisco.  To answer some of your questions.  I did already ask for an update and I am a paying member. No, the rest of my always block list appears to be not working, and ...

roblox.com is not being blocked even though it is in my never allow list.  I submitted a ticket several days ago, but no one has responded.