DNS in Linux
Your ISP (usually) provides working DNS servers, and a router may also add an extra DNS server in case you have your own cache server. Switching between DNS servers does not represent a problem for Windows users, because if a DNS server is slow or does not work it will immediately switch to a better one. However, Linux usually takes longer to timeout, which could be the reason why you are getting a delay.
Use dig (provided by package below and compare the query time(s):) before any changes, repeat after making the adjustments in the section
$ dig www5.yahoo.com
You can also specify a nameserver:
$ dig @ip.of.name.server www5.yahoo.com
/etc/resolv.conf and add the OpenDNS
nameservers to the top of the file so they are used first, optionally removing already listed servers in order to only use OpenDNS:
# OpenDNS nameservers nameserver 126.96.36.199 nameserver 188.8.131.52
See Resolv.conf#Preserve_DNS_settings for how to preserve your settings in resolv.conf.
If you use dhclient, you will need to add to (or create) to
prepend domain-name-servers 127.0.0.1;
Fixing problems with Google
OpenDNS hijacks Google-searches by routing all queries through their own servers first. This can be annoying because Google searches may slow down noticeably and it also breaks Google's FeelingLucky feature (e.g., entering digg in your adress bar will open www.digg.com). For the latter, there is a Firefox-addon that brings back the original behaviour. A more elegant solution is to redirect all queries for Google exclusively to your ISP's DNS Server. This can be done with dnsmasq (see Speeding up DNS with dnsmasq for more information).