In 95/98/ME, pull up the properties of Network Neighborhood/My Network Places. Select your adapter from that list and there should be some options in one of the tabs.
In 2K/XP, pull up the properties of My Network Places and then open the properties of the adapter that you want to modify. In the general tab, the first box should show you a NIC with a "Configure..." button just beneath it and to the right. Click that and select the "Advanced" tab. The selections to do this should be in that screen somewhere.