This is nothing to do with Moodle.
I don't know why your computers are trying to connect to dnsclms.com, but that is not caused by the Moodle quiz. It may be triggered by the question you created (view the HTML source in the HTML editor if you want to check).
If you are seeing weird errors like that, it might also be worth running a virus check on your sever, or contacting your hosting company. Mind you, that domain does not seem very malicious at face value: