probably the people who wrote the firmware know how. some devices have soft configuration of MAC addresses. In some cases you might even be able to set it with the windows device driver. But I have to ask a simple question: WHY would you want to do this in the first place? 'Illegal activity' is the only reason I can think of at the moment.
Most likely you would have to invoke undocumented functions on the device itself to assign the correct system variables in the firmware or flash memory data area. This is extremely device-dependent and maybe even manufacturer-dependent. Belkin would use a particular chip set (maybe raylink, maybe atheros, maybe TI, maybe broadcom, maybe conexxant, maybe ???) and may use more than one chip set throughout their product lines. If you can find out which chip set is involved, you may still not be able to do this since the manufacturer probably sets up the flash memory differently than the reference design for that manufacturer's chip set recommends.
(that was the long answer)
Short answer: unless the driver supports it, most likely you can't. And that's a good thing.