One way that may work is to change the user permissions on the executable for the program you wish to restrict
for the task manager this would be taskmgr.exe.
if you add specific rights for those users you wish to use it and remove all the access from the everyone group from the executable, that should stop anyone using it you do not want to.
Another way would be to add the run as administrator to taskmgr.exe. any attempted use by a std user account should cause a UAC elevation prompt.
If I recall the actual openDNS updator can be hidden so that may be enough depending on the level of your users.
The run as admin trick is more difficult with this directly as you presumably wish it to run from a std user login - this is possible by setting the run as admin and then starting the program by use of a start-up task scheduler event for each user with the run with highest rights set on.
One warning with any of this is of course make a backup of the program before you experiment in case you lock yourself out.
You may feel that the group policy method is easier of course