Yes, one way to change your IP Address (Assuming you want to change the external ip-address) is by using VPN , like in VPNbook.com
This works on : Mobiles, Phones , *Nix , Windows ... all operating systems . For Windows you go :
## Win 7 : How to Set Up VPN in Windows 7 | PCWorld
## Win 8: Windows 8 How-To: Set Up VPN Connection | Next of Windows
Hope i helped , xD