did you flush your DNS cache before each test? if not then you would get same result anyway,
Anyway I think Vista and Windows 7 train the DNS settings (under your config) from the router when Vista/Win7 boot up or on first request of DNS, then they save it in the IP Stack for the rest of that windows session... windows XP on the other hand I think requests the router each time for the DNS server's IP Address
either way it still best to do it properly and cut out the 3rd party request
your method:
WINDOWS -> ROUTER -> WINDOWS -> DNS SERVER
windows has to ask the router for DNS IP address, router tells windows its X.X.X.X, windows sends request to X.X.X.X
setting DNS manually:
WINDOWS -> DNS SERVER
windows sends request to X.X.X.X
anyway its not important... i just hope my problem is solved with this fix