reddevil2,
If you are using Windows XP - go to Control Panel-Network Connections - Local Area Connections.
Once there go to Properties and then go to the Properties for TCP/IP, once there you can set the IP address, Gateway etc.
It should be pretty much the same for Windows Vista, if using something else post the OS you are using!
FYI - if you are going into networking/CCNA - it is very important to understand how TCP/IP works on the clients like Windows XP, Vista etc. This is why when I setup a CCNA lab I like to get several old PCs (about $30 on Ebay) and setup an end-to-end network!!!
Hope this helps!
E.A. Broda
CCNA, CCDA, CCAI, Network +