It's not "bad." It's just declared as off limits by the administrator of your network. Like firearms, social networks, and webmail. From the OpenDNS description for Highest Filter level: "Protects against all adult-related sites, illegal activity, social networking sites, video sharing sites, and general time-wasters."
Again, ask your administrator why they're using the highest level of filtering. That person can add dreamhost.com to the approved list no "never block."