First find the physical MAC address of your machine by running the following command :
$ ifconfig -a | grep HWaddr
eth0 Link encap:Ethernet HWaddr 00:1f:f3:cc:c2:f9
The hexadecimal numbers in blue denote my machine's MAC address. Yours will be different.
Next, login as root in Linux and enter the following commands -
# ifconfig eth0 down
# ifconfig eth0 hw ether 00:11:22:33:44:55
# ifconfig eth0 up
# ifconfig eth0 | grep HWaddr
Note above that I have changed the MAC address to a different number highlighted in blue. 00:11:22:33:44:55
is the new MAC address I have provided for my Linux machine. You can choose any 48 bits hexadecimal address as your MAC address.