For DNS relay to work and assuming you're using DHCP or DHCP Reservation, your computers need to reflect that the gateway is 192.168.0.1 (which is your Router's IP). If it's any other number, DNS relay won't work.
DHCP should automatically change this for you. Basically if you make any kind of DNS change to the router, you need to reboot your computers as well (or at least do an ipconfig /renew if you know what that is).
This particular machine is a Mac, and I have entered the router's IP in the "Router" and DNS fields. I'm going to try a reboot. Be right back...
Okay. A reboot did fix it. I'm not sure how to get the Mac to see the new settings without rebooting (still new to the OS).
What is the opinion here regarding the "Enable DNS Relay" setting? Is it better to disable it? If so, what I don't understand is why. Should this theoretically speed some of the look ups because they are cached in the router?

Also, have there been any security issues with Open DNS? I haven't been able to find any, but I'm always cautious when it comes to this type of thing. Is the way they make their money by inserting ads when you MISTYPE an address?
Thanks for any information you may be able to provide.