The DNS servers setting has been part of the Windows TCP/IP setting dialog since the earliest version of Windows as far as I can remember (Windows 95). However, a host may have multiple network adapters and each of them is assigned a set of TCP/IP settings. DNS servers, on the contrary, is a system-wide global setting used to resolve domain names, which shouldn't be per-connection based. In *nix systems, the DNS servers and host suffix setting is configured in the file /etc/resolv.conf.

Why is DNS server setting shown on of the TCP/IP on Windows?

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It was all configured in one place even back in the WFW 3.11 days. – Zoredache Dec 2 '11 at 23:39
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DNS settings are stored per adapter. This is because you could be a multi-homed computer.

Windows queries DNS in the following order:

  1. Cache (Host file is preloaded into Cache)
  2. First DNS server of the preferred adapter and waits one second
  3. Queries first DNS servers on all other adapters and waits two seconds for a response.
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