OpenDNS is a fake DNS: When you asked for the IP address of a domain that does not exist, instead of returning "NX" (Non-existent domain), it returns the IP address of a server that belongs to OpenDNS for display advertising.
True ... and false!
OpenDNS is a free DNS service that offers interesting features. To finance the company OpenDNS makes money in 2 ways: By selling advanced DNS services to Enteprises, and displaying advertising in search results when you type a domain that does not exist.
OpenDNS performs redirection on NX error
This redirection can be switched off: Just register (free) at OpenDNS and uncheck the "Domain typos" option (which refers to a search engine if you make a typing error on a domain).
From now ... OpenDNS will not redirect: You will then get your NX (Non-existent domain) error.
So OpenDNS DNS is not a "liar" Just set it up correctly.