I recently needed a quick and easy way to change the IP address of my Windows XP workstation. I had to reproduce a problem where the IP address of the client program (which runs on Windows) changes in the middle of a communication session with the server program. Such a thing could happen, for instance, when the client's DHCP lease expires and renewal results in a new address being allocated.
I wanted to do this quickly and easily - the first solution that popped into my head was simply to toggle the configuration of the network interface between using DHCP as normal and a static IP. This can be done via the Network Connections applet in the Control Panel, but is rather involved. It's certainly not quick or easy.
To do the same thing via the command line, use the netsh tool.