If you have a router between you and your modem then goto Start > Run... (in Windows XP) type "cmd". Now, in command prompt window you need type and execute follow commands:
- ipconfig /release
- ipconfig /renew
If it won't help you, you can try other way. You need to donwload Proxy Switcher. What's proxy? Wikipedia says:
In computer networks, a proxy server is a server (a computer system or an application program) which services the requests of its clients by forwarding requests to other servers. A client connects to the proxy server, requesting some service, such as a file, connection, web page, or other resource, available from a different server. The proxy server provides the resource by connecting to the specified server and requesting the service on behalf of the client. A proxy server may optionally alter the client's request or the server's response, and sometimes it may serve the request without contacting the specified server. In this case, it would 'cache' the first request to the remote server, so it could save the information for later, and make everything as fast as possible.
When you install Proxy Switcher, you'll see a small icon in the system tray. When you click on this icon you can change your IP address. That's all!

Comments
How can you change it if you have Windows Vista Business?
Mary, this how-to can be used on Windows Vista Business too.
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