How do I change my IP address without losing my connection to the internet on a college campus?

I'm attempting to change my IP address at college and I've tried a variety of ways, but there seems to be no way of changing the IP address without losing my connection to the internet. I've tried releasing/renewing, manually setting it to a different number, etc, but to no avail. Is there any way I can change my IP address from my own computer, or would I need access to the university routers?

What is a VPN?

VPN is (Virtual Private Network) were first used by companies to enable their employees to securely access internal systems such as email remotely (e.g. from home or while on business trips). Today they are increasingly being used for personal use by individuals to protect their privacy while online in public places (e.g. when using the wi-fi connection in a cafe) or in a country where the internet is censored / blocked (e.g. China, Saudi Arabia��).