Change MAC Address?

No, the MAC address is hardcoded in the NIC.  The only way to change it is to replace the NIC.

you can spoof a change so windows thinks is a diffrent mac address check out this link http://www.klcconsulting.net/smac/

this software works...
but required windows 2000/xp
not with win9x

oh yes...skipped the "for xp" part in your question...
ignore this post

check the disk that came with ur NIC
sometimes they put there a dos utility to re-program the MAC address burned on the NIC

Is the network card onboard (built into motherboard) or in an expansion slot?
I know on my onboard NIC the BIOS has an option to spoof the MAC address.

The short answer is no.

There shouldnt even be a reason for wanting to change the MAC address.  They were designed so that there will never be 2 of the same address.

Little research on the subject reveals that it can be done with Win2K, WinXP and other versions. Instructions for Win2k / WinXP are here:
http://www.nthelp.com/NT6/change_mac_w2k.htm

If you rather prefer an automated solution, then pay a visit to:
http://www.klcconsulting.net/smac/
Download and play with their evaluation copy.

Yes, u can set manually the MAC address ( done it myself in WinXP on a SiS 900 ).
Right Click on My Computer --> Properties -->Hardware --> Device Manager --> Network Adapetrs
choose your network adapter and right click --> Properties --> Advanced --> Network Address and Set the value u want.
Tried it on Acer Aspire 1700 and on ECS 648FX-A onboard SiS NICs.

And worked...