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!