If you’ve subscribed to AT&T’s U-verse service, be aware that the router supplied by AT&T cannot be configured with the OpenDNS DNS server addresses. If you still wish to use OpenDNS to filter your home network, purchase a third-party router which will be connected “behind” the AT&T U-verse router. The third-party router is then configured to route all network/Wi-Fi traffic through the U-verse router. Wireless devices need to be configured to connect to the third-party router (not the U-verse router). You should then disable (i.e. turn off) the Wi-Fi services of the U-verse router to eliminate the possibility of anyone accessing an unfiltered internet connection.
More information can be found here.
Depending on the U-verse router being used, this link details the process summarized above.