IP Address

I'm trying to change it and every time I do, it says my internet is connected but I can't go anywhere on my browser or log in to anything such as MSN/skype. I'm connected to my router, which is in another room, using an ethernet cable. Do I need to change the IP address directly from the router properties itself?

If you're connected to a router the IP address on the machine that's connected to the router needs to be a local address, the router itself is the only one that has a true outward facing IP address.

Depending on what you're trying to do, you would adjust it in the location relevant.