Agree'd. The "Open" in their name is misleading. In reality many consider OpenDNS to be a scam operation.
Furthermore nobody should rely on a DNS provider (of all things!) to report worm infections. The idea is so wrong, it reminds me of the TV scams where they want to sell you a worthless product, bundled with 5 other, totally unrelated worthless products. "Buy this quality home-trainer for only $499 and you'll get this USB-stick, a bar of soap, two lightbulbs and a chinese ipod-knockoff, for free!".
If you're concerned with worm infections then you run antivirus software and maybe an IDS (e.g. snort) on your internet gateway.
Both will report malicious traffic much more reliable than OpenDNS because that's what they're designed to do.