Surf-on-the-Go, DNS not working using ATT Mobley

I have the SUS-AGN1 with an ATT Mobley Hot Spot connected to it. It dials out OK, but it say’s I have no internet. Trying to go to any website gets a DNS error. The DNS that gets assigned to me is the same as the router, If I force a different DNS on my laptop to OpenDNS servers it will work.

So I have 2 questions. One, why doesn’t it use the ATT DNS? Two, how can I configure the DCHP on the router to give out the OpenDNS servers so every device will use them?

edit This is not a problem when connecting to WiFi.
edit Also, I’m connecting the Mobley via USB, not Wifi.