After further reading though, it looks like selecting all the categories in OpenDNS does not effectively block EVERYTHING. So if you're looking to truly block everything except the sites you want, it won't be the answer.
Your last option for router level settings would be configuring the IPTABLES to do what you want, which would be completely possible but requires custom coding.
»www.dd-wrt.com/phpBB2/viewtopic. ··· ?t=56588
»www.dd-wrt.com/wiki/index.php/Ip ··· Iptables
If that's too difficult, to my knowledge, your only options would be changes to the physical machines you want to make the blocks on. There are a couple other DNS content filtering sites that are free as well, but from what I see, they also use the CATEGORY method.
Set up Windows Family Safety and use the parental controls on that computer
»windows.microsoft.com/en-US/wind ··· programs
Edit the HOSTS file in Windows - point everything to 127.0.0.1 and add a line for each website that you want to allow.