Yes; I, too, am interested in your point about changing the MAC address. What are you planning to accomplish by doing this? I don't think it'd actually help anything...

They can't prove that it was you distributing files as easily as they could if they had your MAC address and you had the modem/router/NIC with the same address.

Here's two ways of increasing your security:
Use KaZaA Black Cat MP3 Protector to prevent sniffs from known RIAA usernames/IP's.
Set your client so to return a low number of files per query (like 10 or 15) so that when the RIAA scans you they won't see that you're sharin thousands of files.

Just to let you know, that file is a trojan dropper. I don't know what kind of trojans it drops, but Norton picked it up.