(I'm using mine with a Roku)

Be prepared for a long evening, as this modem is not the easiest to configure. The steps below should make it much quicker.

Firstly, the web console doesn't allow you to modify the DNS settings. Hunt as much as you want, it's not there.  You have to make the required changes using telnet.

Boot up telnet (if on Windows 7 or 8 you'll have to enable it) and connect to your router's IP address.  It may take some time to respond (telnet is open and active, I spent some time trying to work out what was wrong, you just need to wait).  Enter the user as Administrator (capital A on administrator, it is case-sensitive, leave the password blank).

This blog post is very helpful, it has all the commands you need.  The first lot of commands to change the DNS:

dns server route flush (cleans out existing dns records)
dns server route add dns=111.118.175.56 metric=1 intf=Internet
dns server route add dns=118.127.33.48 metric=1 intf=Internet
saveall (don't forget this step)

The Roku has the Google DNS hard-coded into it, so it will sometimes stop working.  To fix this, you need to add in a static route so that 8.8.8.8 goes nowhere.  Commands are:

ip rtadd dst=8.8.8.8/32 gateway=192.168.1.123 static=enabled status=up metric=0 (replace 192.168.1.1 with an valid IP address on your network that has no device there)
saveall