Replying to Nerd Help

I'm living in england now and the dorm thing i live in has super nazi internet. Some ninja program called OpenDNS blocks all of this shit and it's so up to date that no proxy sites are accessible. I tried running an on computer proxy through parallels desktop but that didn't work either.

I know it's possible to change my DNS settings so that I can get around it but I have no idea how to do that.

I can't even watch movies or download songs from anywhere and not to mention of course all the porn is blocked