at command prompt type in "ipconfig /release" and then "ipconfig /renew" without the quotes of course or if you can find a utility such as WinSockXP it does it for you automatically
Sorry it has been almost 10 years since i had to use command prompt for anything. I have figured out other ways to navigate thru windows. My CMD and DOS skillz have gone right out the window.
Do you want to change the ip address of your network or the internet? If it's from internet you have to switch off your modem for a while and then switch it on again. If it's from your network do what DaMadScientist said.