No. There should be no slow down. A lot of people use OpenDNS just for DNS resolution (no filtering) because the OpenDNS servers are some of the fastest DNS servers around.
One correction to what i stated earlier. The Actiontec router does not have bult-in support for automatic Ip address updates for OpenDns. You do need to run a small background task, but this can run on ANY computer behind the Actiontec.