Not read the magazine article, but openDNS should really only improve the times to convert (resolve) the hostname e.g. www.thinkbroadband.com
to its IP address
The reason it improves site load times, is because so many sites have multiple hosts used, i.e. one image on one server, a small script off on another etc, e.g. going to www.bbc.co.uk/news
can result in 8 or 9 DNS lookups.
If changing to openDNS boosts file downloads from 3Meg to 5Meg, then something very odd was going on with the connection.