The workaround so that your /etc/resolv.conf won't get replaced each reboot occurence are the following.
Before anything else, make a backup of all your changes to resolv.conf and place it somewhere like "/backup" directory.
Workaround 1: Open your /etc/rc.local and add one of the two commands below.
cp /backup/resolv.conf /etc/resolv.conf
OR
echo 'nameserver 4.4.8.8' > /etc/resolv.conf
(4.4.8.8 is only an example)
Workaround 2: Create a startup script and use "@reboot" crontab command (it will execute your script only after reboot)
Key in:
#export EDITOR=nano
#crontab -e
Then add:
@reboot cp /backup/resolv.conf /etc/resolv.conf
Both workarounds will replace your resolv.conf each reboot occurence so that your changes are preserved even OpenVZ replaces them. Hope this helps!