To use FamilyShield you need to change RUT950 DNS servers.
Go to WebUI -> Network -> WAN and click edit on the WAN interface that you're using for your internet connection. E.g. for mobile WAN:
- Uncheck the "Use DNS servers advertised by peer" tickbox
- In "Use custom DNS servers" configuration field insert FamilyShield OpenDNS server IP addresses, to insert more than one address click on green "+" button
- Click "Save" button to save your configuration
Final configuration will look like this: