Open System Preferences, go to the Network panel, there double-click the Ethernet (if that's your connection) icon. Your settings are probably on automatic, i.e. DHCP, which doesn't let you choose your own IP address, rather it gets the IP from the router. (It's an internal-only, private IP address.) If it _is_ a private address (192.168.x.x), you can choose DHCP/manual to set your own IP address in the private address space. If however you get an actual address from the provider, then you can't really do anything, you have to use what their DHCP gives you.
What exactly are you trying to do, btw.? Is it about internal networking? Or external? What's the task? Maybe we can help.