A DNS server is that great big internet-based lookup table which turns textual addresses such as google.com into numerical ones such as 126.96.36.199. Without DNS, you'd have to type those numbers into your browser's address bar, so it's clearly a Good Thing.
But which DNS server does your computer use? Chances are, you've probably got it configured to use the one provided by your Internet Service Provider. But there are some other, free alternatives out there too. Some of them offer additional features, such as deliberately omitting entries for any sites known to host malware, which means that they'll automatically be unreachable if you inadvertently click on a link to such a site.
Changing the DNS server that your PC uses isn''t particularly difficult. Just go to the control panel and change the relevant Properties page for the TCP/IP protocol of your network card. Or, if you prefer, you could use a simple utility program such as DNS Jumper to do it. DNS Jumper is a handy, free download for Windows XP and above, which you can get from http://www.sordum.org/7952/dns-jumper-v1-0-6/. The latest version, 1.06, is only a 0.5 MB download, and it's portable so there's no need to install it. Just download, zip, then click to run.
Not only can you choose from the program's built-in list of free DNS servers, you can also add your own to the list if you know of any that are particularly good. Plus, there's a facillity to time how long a particular DNS server takes to do a lookup, and you can even automatically set your PC to use whichever DNS server is currently the fastest.
Note, however, that DNS Jumper only changes the DNS server setting for a particular PC. If you have multiple computers that are connected to the internet via a router, and those machines are configured to pick up their DNS server setting from the router, you may prefer to change the setting on your router instead of each PC. That way, you can change every machine on your network in one step, whether wired or wireless. For that, though, you'll need to refer to your router's manual as it's not something that DNS Jumper can do.