oh. Well, MAC Addresses allow you to change your assigned Static IP, which is an ip that doesn't change at all, most computers start out with a Dynamic IP address which changes every 24 hours that I believe. Most people want their static ip changed due to Viruses, Malware and Spyware etc.
Your router uses your MAC Address to identify your device, if it's changed your router will think you have a brand new device that's trying to connect to the router, if you done this then if you goto your router settings you'd have 2 of the same device up there with different MAC Addresses.
Okay, nano.
Windows:
Open the Device Manager, (you can use the search bar)
Locate the network device that you'd like to change under "network adapters", right click it and Select properties.
Click the "Advanced" tab and select "Network Address" in the list. If the option isn't there, then your Network Driver doesn't support the feature.
Enable the Value option and enter the MAC Address in which you would like to use, don't separate the characters, use dashes or use colons. Press OK.