First off, stop using MSN chats, or any chat clients, that is one of the fastest ways to ping a live box and so on.
You normally cannot change the IP address, it is usually static, or sounds like it is.
You can use a proxy, or you can get a better firewall that works. Those can be and some of the best ones are Free as in Freedom.
Second Wikipedia link sorta explains all the security issues with that.
Spoofing IP addresses is not a nice thing to do and is like asking to be cracked or tampered with.
Hacking is an art, I am a hacker, I do not access other peoples boxes, I hack programs to make them work, better.
Cracking is when one person gains access to another computer and tampers with it in a bad way.
But hacking is the term that CNN.FOX and others have picked up, sad.
Another thing, once you go online, there is no Private Data, unless it is encrypted and stored off line.
You can unplug your router for a day, sometimes, many times the ISP will reset the TCP/IP #s after that, some do, some do not.
I use MSN on BSD, I also have it on Linux, but I do not have any files or data that I need guarded or feel insecure about, that is Internet 101.
I am probably being hacked right now, but I do not care as I have no secret data on this box or personal information that can be used against me or used to gain access to my family, finances or whatever..
That is internet 102.
Now youy can actually use OpenVPN or something like that, look at sourceforge.net
StrongSwan has a Windows Binary installer.
Also look at windowssecrets.com, they have a load of Free software that does many useful things.