Are you trying to change your public IP (from your ISP), or your router's internal IP?
If it's the router's internal IP you should find the setting under Basic, Network Settings. The default is 192.168.0.1 (people sometimes change it to 192.168.1.1 to resolve conflicts with ICS).
If you are trying to change your public IP, then why?
Most ISP's use dynamic IP addressing. If you want a static IP you'll usually have to pay extra for it. With dynamic addresses you really have no control over it. Sometimes turning off your modem for an extended period will yield another IP, but as you discovered often it does not.