Yes, it is that one
For some reason it was blocked at my end. I still have no idea why this happened, but I wonder if it is related with some sort of filtering feature.
The problem arose after my router lost the connection (this happens sometimes), and after the router was able to connect again to Internet, suddenly the problems started. The only solution was to change DNS settings, or I was not able to load almost no internet page, including the login to msn.
A friend suggested me a possible explanation of what happened. When my router was able to connect again to the net, probably it was connected to an IP address that was recognized by OpenDNS as one in which filters must be applied. He suggested me that other than changing DNS settings also manually disconnecting the router and connecting it again could be a solution.