Let's asume you are using Windows.
Most network cards will allow you to set a custom MAC address from their configuration panes in the Device Manager, although some network drivers may not support this feature.
First, open the Device Manager. On Windows 8.1, press Windows Key + X and click Device Manager. On Windows 7, press the Windows key, type "Device Manager" to search for it, and click Device Manager.
Locate the network interface you want to modify under Network Adapters, right-click it, and select Properties.
Click the Advanced tab and select Network Address in the list. Your network driver doesn't support this feature if the option isn't here.
Enable the Value option and enter your desired MAC address without any separating characters — don't use dashes or colons. Click OK afterward.
Done!