You can't just change your IP address with an application (at least, the public one assigned to you by your ISP which game servers see). But there are tricks to change it. These may or may not work, and only apply to dynamic ips (which are what most residential internet users have anyway, unless you pay more for a static IP that doesn't change):
- For DSL, resetting your modem usually works. If not, try leaving it off for a few minutes before powering it back on again.
- For Cable, change the MAC address of the device attached directly to the modem. So if it was a router, you need to have the ability to change the MAC address on the WAN port of that router. If your PC is connected directly to the cable modem, you need to change it within your operating system.
Here is a tutorial to do that within the OS itself, however this tutorial is pointless if you're using a router in between as only the router will see your changed mac address... so it depends on your setup.
Good luck