There hasn't been much traffic around this problem (which makes me think that not many people are using both products) but there is a problem if you try to use WHS and OpenDNS together out of the box.

If your router is configured to the OpenDNS servers, the connections for WHS will bomb out every time you try to connect (there are a number of error messages). The most popular one is “This computer cannot connect to your home server. Check your network connection and make sure your home server is powered on." This can happen when installing the client connector, trying to open the WHS console once it is installed or trying to restore from a back up on the WHS.

The fix is quite easy (when installing and connecting...for a restore, you will need to shut off OpenDNS) and only takes a few minutes. From the client pc you attempting to connect from, modify the host.txt file found at C:\windows\system32\drivers\etc\. This works for both XP and Vista. This works best if you run notepad as an administrator (http://support.microsoft.com/kb/923947) and navigate to the file thru notepad. Add your homeserver IP and NAME and you are in business. Everything works like advertised. You'll have to update each PC you want to use the console on. I left the kids PC "unpatched" for extra security!

There is more info at this link as well. http://craighuggart.typepad.com/tech_yourself_to_rest/2008/01/porn-blocking-a.html

Thanks. Very helpful and worked straight off. I had been trying to find a solution to this for a few days.