Well, my ISP, by default, will stick you behind their firewall. Which I promptly ask them to remove me from, because I run my own.
Anyways, I'd give them a polite phone call to ask what's up.
Going to the opendns site, foxnews.com is tagged as news/media, television.
The other sites aren't in their system, or in the case of boortz, uncategorized.
Maybe when they installed it they screwed up and blocked everything(or at least news/media; television).
edit: freakazoid, it's a constant battle on whether they can do that or not. One interesting concept is that if you provide filtration, you become liable for said filtration - IE if you let CP through you could be held liable. Thus, most don't in order to shelter under the 'common carrier' legislation.