Let me add, anyway, that even OpenDNS is not 100% protection. I use OpenDNS but Avast WebShield blocked a web site with a suspicious iframe loading some gzip.
The fact is, block lists based on a database of malicious sites are useful but need some time before a site is actually reported and added to the list. So they can not block everything, especially brand new infections.
Avast WebShield, on the contrary, (as I understand it) looks into the actual web page code and detects security risks in real time.