The physical MAC address is not changeable but there are some methods to spoof the mac address…
For example using Windows XP, the MAC address can be changed in the Properties of the Ethernet adapter. In the Advanced tab, as "MAC Address", "Locally Administered Address", "Ethernet Address" or "Network Address". The name of such option depends on the Lan driver which is installed on your notebook. And important note; not all drivers support changing the MAC address in this way.

Furthermore the system registry key:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Class{4D36E972-E325-11CE-BFC1-08002BE10318} contains some settings for network interface and the option called “NetworkAddress” will be used to set the MAC address.

There are also some tools which would spoof the MAC address for example, SMAC MAC Address Changer.
Last but not least some routers provide a option to change the MAC address.