The Mac address of an adsl modem/router is hard coded into the hardware and as far as I know, cannot be changed.
However, I understand some modem/routers enable you to clone the Mac address of your computer network card to the modem through advanced configuration.
If your ISP binds your connection to the MAC address of the modem/router and if you change the modem, you have to contact them and request that they rebind it to the new MAC address.