If you pick the right options(have to be registered user) you can turn OpenDNS servers in to plain vanilla DNS servers that will return a NXDOMAIN errors.
i am a registered user. i have over 35 networks using openDNS, i have never seen that option.
Go to dashboard; settings; advanced settings; and UNCHECK "enable typo correction" and "enable opendns proxy". You will then get the basic error msgs on bad domain names.
P.S.>> after making the change, it takes a few minutes before your new setting are propagated to all the OpenDNS servers.
"Error with those options unchecked" lets Firefox browser handle the error after getting a bad NXDOMAIN response from OpenDNS server:
No redirection ; normal action on error
And with OpenDNS server redirecting with those options CHECKED, you get this: