I think the other answerer is a little misleading.
Your 'Gateway' IP address is an internal IP address. It's usually your routers address on your home network. It CAN be changed, and this is usually achieved through the router setup. 9 times out of 10 it's address is something like 192.168.1.1, 192.168.1.2 or 192.168.11.1
Try typing each of them in turn into your browser and see if it asks you to log in. It varies by router manufacturer, so I can't tell you what yours would be... This is beside the point however.
I assume what you're trying to ask is: 'How can I change my EXTERNAL IP address'. External IP address being the one that's shown when you go to a website like:
http://www.whatismyip.com/
You'll want to do this for many reasons. Most commonly if you wish to watch American TV services HULU for example, or if you want to play a PC game that is for USA only (Elsword, Dragon Nest USA, Vindictus USA, etc.)
To do this you'll want to use a program called Proxifier. It's available for download, for free, from:
http://www.proxifier.com/
Once that's installed, you'll also want to find a list of socks 4 or 5 (doesn't really matter which) proxy servers. These can be found all over the place, but a couple of sites are:
http://sockslist.net/
http://www.samair.ru/proxy/socks.htm
http://www.xroxy.com/proxylist.php?port=&type=All_socks&ssl=&country=&latency=&reliability=#table
These will contain lists of proxy addresses, and their locations. So you might want specifically to appear as if you're in the USA. So pick one with a USA flag next to it. It will have a load of numbers written like, '211.42.56.114:24474'. The first bit '211.42.56.114' is the IP address, the second bit '24474' is the port number. You'll need these in a second.
Next load up proxifier.
1) Click on the top left icon (New connection [or something similar]).
2) Click 'Add...'
3) Look at your chosen socks server, and input the IP address in the IP box, and the Port number in the Port box.
4) Select whichever version of socks your server supports (it will say on the list, where you got the IP and Port numbers from).
5) Click OK
6) Highlight the server you just added, and click 'Check'. Watch and make sure everything is working fine (lots of green text). If it fails, repeat steps 2-5 with a different server.
7) Click OK
You should now appear to be from the USA (or wherever you chose the server) if you check on:
http://www.whatismyip.com/
As well as being able to access USA only content.
A FEW WORDS OF NOTE:
1) The use of socks proxy servers is completely legal. So don't worry about that.
2) These socks servers are available completely free of charge. As such, your mileage may vary. You'll find that some are fast, others are dead slow. So you might want to try a few before settling.
3) These lists are updated on a daily/bi-daily basis. This is to prevent sites like HULU blocking the IP's. So you'll always be able to access these sites, but you won't be able to use the same IP address and port number for more than a week.
4) This will route ALL NETWORK TRAFFIC through the proxy. This will continue to happen until you completely close proxifier, or choose to disconnect from the proxy. So if you want to use your normal internet and external IP address (to appear as you), you'll have to right click on the proxifier icon next to the clock, and select 'Close'.
Apart from that. Enjoy!! :)