sorry chap but this just does not work for me, i set yandex as global and it will block it no issue. set nortons and reboot and sure enough big titties staring me in the face on my n66u.I don't know how your computer is managing to display it, because it's definitely blocked here:
going to do a factory reset in a mo and give it another bash to be sure.
question for you, opendns, is it the family shield ? http://www.opendns.com/home-internet-security/parental-controls/opendns-familyshield/