To actually change your IP address you need to contact your internet service provider (ISP) and request a change. However, you can disguise yoru IP using a proxy server. Just google free proxy and use one of the sites.
"Expert" answer: There are two general ways of having an IP address: static and dynamic. Most probably you have a dynamic address assigned to you automatically by your internet provider. In that case changing your IP can be done in two ways - don't connect to the internet for some time and guess when your current address gets recycled to someone else, then the automaton will give you a different one when you connect again, or just ask your provider to assign you a differnt one, which he'll most probably refuse. More chances if your ISP assigns constant addresses.
You could of course try to change your system settings to use a chosen, constant address, but it will most probably get into a fight with your providers infrastructure and refuse to connect to the internet. With that sort of question I assume you're using Windows (linux users tend to know things better and mac users are used to not having a choice ;P) so you need to go into your 'network connections' panel, right click your active connection, go into properties, select TCP/IP (most probably v4 is still used above v6, the irony) go into its properties..and you should see things clear from there.
Or use a proxy. That won't change your address, but'll appear to the untrained "eye" with the proxy servers IP instead. Like spin said.
