I have the same warning, and the solution was match the day an hour of the warning whit the log of the web filter or firewall (if you set the fw app...
OpenDNS is wonderful, no hardware, and so. But only if you need one single policy on ALL your organization.
For me its a very good complement to web...
From my perspective your layout must be related to the traffic (way and volume) between the subnets.
For example if you have 1 subnet to give guests...