The MAC address can always be set in software. To do so with tools that ship with MS Windows, though, you have to use regedit. Some MS Windows drivers for NICs also provide GUI interfaces for things like changing the MAC address -- interfaces that are integrated with the standard MS Windows network configuration interfaces. Some don't.

For those that don't, there are third-party tools out there that allow you to edit the MAC address in the registry more easily than hunting through the registry yourself via regedit.

The quickest way to search through the registry yourself if you want to, though, is probably to check the MAC address with the ipconfig command line utility, then do a search for that string in the registry. Some of those third-party MAC address editing applications probably do exactly that behind the scenes.