How to prevent otheres from changing my computer DNS?

OpenDNS is really a great website to prevent internet abuse. But the problem is what if someone else using my computer changed the DNS setting? In other words, removed the numbers of the site and used another. In this case OpenDNS will not work and consequently, all previously blocked domains will open and work. So, my question is how to prevent others from doing that?

What is a VPN?

VPN is (Virtual Private Network) were first used by companies to enable their employees to securely access internal systems such as email remotely (e.g. from home or while on business trips). Today they are increasingly being used for personal use by individuals to protect their privacy while online in public places (e.g. when using the wi-fi connection in a cafe) or in a country where the internet is censored / blocked (e.g. China, Saudi Arabia��).