Proxies dont change your address though, They work as a middle man, You connect to their server, They connet to the site, the site connets to their server, their server connects back to you with the information you requested.
There is a way to actually change your IP address but its not "at any time" It requires searching your internet service providers database for a list of their registered ips. Find one that is not in use. (I believe you can find this out by pinging it) And make the server thing that it is registered to your computer and at the same time your old ip is not registered to anyone. This can be tricky for someone whos inexperienced though. (Btw, Requires a reboot of your machine If you find out how to do it, I wont go into detail because people here would use it for bad things)
Btw, Dyserg, I have a question. I supposedly have a dynamic IP going by my arp, Yet My IP address has not changed one time other than the times I changed it manually