You're all missing something
The normal openDNS servers at
208.67.222.222
208.67.220.220
are only filtered for bots / malware /phishing - not for porn or other undesirables.
If you want to make the browsing "family safe" then use their "family shield" servers at
208.67.222.123
208.67.220.123
Set those as your DNS servers - either on the router (if you want to protect the whole network) or just on the kids machines (if you want to be able to see the mucky stuff on your old machine
One point though - whichever way you go, make sure the kids can't change it back. Password out the router access, and only let the kids have access to a limited user account on the PC so they can't change the network settings
its also worth taking a look at the Microsoft Family Safety app - part of the Windows Live suite (though that can drive you mad with the number of requests it makes)