A MAC address is the Hexadecimal value written into the firmware of any IP capable device that uniquely identifies that device to any IP network. If you run ipconfig /all in a command prompt you can see your current IP addresses and Mac address for each device in your system.
Your IP address can be changed in many places, and you have several. An internal IP address on your local network is usually handed out by your Router or Modem depending on your setup. Your Router/Modem has an IP address that faces the internet, provided by your ISP Dynamic Host Control Protocol.
Some can be controlled through Windows (your local IP), others are outside of your control. Though you can mask your IP through proxy servers (basically pretending to be on another ISP in essence) and there is MAC address spoofing software out there, but there aren't legitimate uses for these last two things.