Script Summary: Not quite as good as a plain old NXDOMAIN, but better than the OpenDNS not found page. If you can avoid using OpenDNS, try out Google's DNS servers at 126.96.36.199 and 188.8.131.52, which will not send your mistypes to a search page.
Based on "OpenDNS Search Fixer" by Andrew (http://userscripts.org/scripts/show/8040)
Uses location.replace instead of direct assignment to avoid leaving the OpenDNS search page (and thus the redirect) in the history. Also uses a more robust scheme: rather than attempting to match the base, this version simply parses out the search terms.