Some ISP's are now using a technology called 'Transparent DNS proxy'. Using this technology, they will intercept all DNS lookup requests (TCP/UDP port 53) and transparently proxy the results. This effectively forces you to use their DNS service for all DNS lookups.
If you have changed your DNS settings to use an 'open' DNS service such as Google, Comodo or OpenDNS, expecting that your DNS traffic is no longer being sent to your ISP's DNS server, you may be surprised to find out that they are using transparent DNS proxying. You can easily test this by clicking on the dns leak test button on the homepage.
If your ISP implements a transparent DNS proxy it is very important that you use one of the methods on the dns leak fix page to ensure that when you are connected to the VPN, there is no chance of your requests being intercepted.