DNS server,what happens if i put one DNS server into my router settings but a different one in windows settings?

Typically, when one tests out a new DNS IP you would put it into Windows.  If it works ok, then you'd put it into your router so that everyone was given the new DNS info.

But, to answer your question, the Windows change would take precedence over the router change.

When your router connects to the ISP the router runs DHCP to get an IP address and other network information including the IP address of "a" DNS server from the ISP.  

When your computer connects to the router, your computer runs DHCP to get an IP address from the router.  One of the things that comes across from the router is the IP address of the DNS server that the ISP provided to it.

You can change the DNS in Windows, but if you use dynamic addressing the next time you reboot your computer you will get the DNS assigned from the router again.  If you don't want to change it all the time you need to put in a static IP configuration and configure windows to not use DHCP. 

Windows overrides the router settings.