The_pm has the right idea, but if you really want to change it
1) Open your web browser
2) Go to http://192.168.1.1
3) Username: admin. Password: admin
4) Go to the MAC Address Clone tab (I hope you have it, my Linksys has some custom software installed to it
5) Put in something different than what is shown. Just change a single number or letter (for example change AC to AD in a single column), and your ISP should issue you a new address.
Again, this really won't protect you, but that is one way to go about it. Have fun!