I'm really interested to understand whether I can change the DNS settings in order to point to OpenDNS
Yes just change from 'Obtain from ISP' to 'Manual'.
Dunno the BrightBox 2 (where you see that?) but it probably the original Orange Brightbox with the EE logo. They only have 1 version of firmware going at 1 time.
1999: Freeserve 48K Dial-Up => 2005: Wanadoo 1 Meg BB => 2007: Orange 2 Meg BB => 2008: Orange 8 Meg LLU => 2010: Orange 16 Meg LLU => 2011: Orange 20 Meg WBC