Click on Start, then Run.
Type in regedit and click Ok.
Drop Down to:
HKEY_LOCAL_MACHINE
-System
--CurrentControlSet
---Services
----TCP/IP
-----Parameters
------Interfaces
It will be located in one of the interfaces (IF you have an MTU).
Or when in regedit, you can always search for it by going to Edit -> Find
That's the only way I know of to view your MTU setting.