If your ISP provides you with a static IP, then changing it is a proverbial pain in the ass and generally not worth it.
If you're on a Dynamic IP (usually things like Dial-up), then you just need to reconnect to get a different IP.
Half of me thinks that you're trying to change your IP to get around being banned somewhere... which wouldn't be a problem in the first place if you didn't do something stupid.
This all depends on what OS you're using, as to what command you're gonna use, but try :
release the IP address, reset the TCP/IP, then reboot the modem. (restart the PC for dial up.)