Join Date:Joined: Jan 2011
To the best of my knowledge, you don't. That's not a thing you're even *supposed* to be able to do; there's basically no legit use for it except for certain types of security testing, and if that was your goal you bought entirely the wrong phone for the purpose. It might be possible - I've never tried - on an interop-unlocked phone, but unless Nokia is including very odd features in their OEM applications you're out of luck.
You could try running your requests through a PC (use a proxy server or set up the PC as a WiFi hotspot) and use the various driver tricks to change the MAC address on the PC, I guess?