Should I set MTU on network adapter as well as the router?

I use Fiber to home connection and it uses PPOE.

On the router its 1492 Mtu but when I checked on the PC, Windows has set the wireless network adapter Intel(R) Centrino(R) Wireless-N 1030 as 1500 by default.

Should I change it to 1492 as well?

Thanks for your reply. But what about VPN adapters? They have 1500 mtu by default.

Hi, what is the purpose of changing the MTU? I just tried this command as stated in the doc file ping -f -l 1472 google.co.uk I also tested with difference numbers and according to my CMD I get the exact same output.