OpenDNS just swaps your ISPs Domain Name System (DNS) IP's for its own, but both work in an identical way and the connection is still governed by your provider. So in other words, no you're fine and if you do have problems (nobody I know ever has) then you can always just remove the IP's and let your ISP take over the domain name stuff again.
If you want more info. about how to set this up then the OpenDNS site has some clear guides, although people on this forum can help you too.