That would happen if your router is providing DHCP services (common) and returning itself as the DNS server. A good reason for that configuration is so that you

That would happen if your router is providing DHCP services (common) and returning itself as the DNS server. A good reason for that configuration is so that you can resolve the names of other computers on your local network. If that's the case there's a good chance your router's admin interface will let you view and configure the DNS server its resolver is using.