How do i change my ip adress?

Can you give more details on why you want to do that?

Your current internal IP address is probably being assigned to you from the Airport Express using DHCP. This automatically gives you an IP address in the DHCP range you set up when you first configure the Airport (or other router). For example, 10.0.1.x (where the router is 10.0.1.1, and you could be getting an address from 10.0.1.2 to 10.0.1.100, perhaps). Or 192.168.1.x.

With DHCP, you can't change your address. However, you can set your Mac to use a fixed IP address. It's best if you choose one outside of the DHCP range that your router's using. (eg, choose 10.0.1.200 if that's outside the range). Go to System Preferences - Network - Airport - Advanced, and change TCP/IP setting from "Using DHCP" to "Manual". Make sure to set your router's address and the subnet mask correctly (the subnet mask is, for most home networks, 255.255.255.0, but check the Airport or your router). Also set DNS servers to the same as you're using on your router (eg, your ISP's DNS servers, or OpenDNS values if you prefer).

Let me know if that helps.

Matt

Your IP address is assigned by your router. You can only change it by accessing the router, turning off DHCP and using a manual IP address. This is called a static IP address.
You might be able to assign your computer a static IP address manually and your router may accept it. You do this using the Network Preferences under "Advanced" options.
Your choice of IP address is limited. You can only assign IP addresses that are excluded from the internet.
If you are referring to the real IP address that your ISP issues you, that's another thing entirely. For that you need to contact your ISP. Normally static IP addresses are not inexpensive.

If you want to change the IP address as seen by the rest of the world, then that is between you and your ISP.

If you need a fixed IP address, Matt Clifton has provided some useful information.