This is one of the things that was clarified to me by an MS admin.
When you are specifying multiple DNS servers on your configuration, you cannot expect yourself to be fully safe over name resolution issues.
The second/third/fourth DNS server will ONLY be contacted, IF the primary DNS server is not responding. Your client WILL NOT ask all the DNS servers in a row until it gets an answer that it likes (ie resolving a domain name).
On windows machines after changing the DNS entries always do a
to clear the local DNS cache.
I recently had to switch my DNS entries because of the same behaviour. Many providers have multiple DNS servers scattered arround the geographical area of a country, for faster access. It would be wise to use closest DNS servers.