Are you at home or work (I'm assuming home)? Are you dynamic or static IP (I'm assuming dynamic)? You would change your IP by going into your network settings, opening the properties of your network card, then the IP properties, setting it to static, then setting it to an appropriate number for the network you're on. On most home and office networks, you're using DHCP (Dynamic Host Configuration Protocol), which gives you one random IP out of a list of IPs. You get this IP for a certain amount of time, and it will eventually change itself. Now for the bad news. If you've been hacked, changing your IP will probably not do much. If there is an installed application on your machine, it will most likely be sending out "feelers" to the hacker to let them know how to find it. The best way to remove the offending application is to use a professional-level virus cleaner, or any number of freeware spyware cleaners. The only way to be sure you get rid of a virus is to completely format and reload your system from the ground up, and make sure you know every application you're re-installing. The only way to be sure you keep your system bug-free is to stay disconnected from the internet, and again make sure you know every application you're installing (not necessarily practical, but it's the only sure way).

I may be wrong... by can't you get anti spyware sofware that will remove it... and look for it?

Changing yur IP will not prevent hackers from accessing your computer, they probably had plant a bug or a file.. You need to install spy doctor 5 it will find the file and delete it...

Before this thread steers out of control, what symptoms are you experiencing that makes you think you're infected? Let's deal with the symptoms before we draw any conclusions. (P.S.: what the others have said about changing the IP not mattering is true)