In Ubuntu and many others Linux distro you shouldn’t to edit /etc/resolv.conf, your changes will be lost when your computer restart.
You should modify dhclient.conf instead:
$ sudo vi /etc/dhcp3/dhclient.conf
And add your DNS server (i.e. Google DNS 8.8.8.8) :
prepend domain-name-servers 8.8.8.8;
Alan C. Assis 
In ArchLinux you can add this IPs in /etc/resolv.conf.head file!
Hi my friend Sergio,
Thank you very much for sharing this information.
In fact ArchLinux config is very simple, they try to reduced confusion.
Best Regards,
Alan