As root, issue the command ifconfig wlan0, where wlan0 is your wireless interface (if that fails, try "ifconfig -a" - it might be "ath0" or even show up as an "ethX". Look for the line similar to:
wlan0 Link encap:Ethernet HWaddr 00:01:80:26:58:C9
The string following HWaddr is your MAC address.
Click "Start", then "Run". Enter "cmd" in the dialog box and press Enter. Type ipconfig /all at the prompt and look for the line beginning Physical Address.... The string that follows is your MAC address. You can also use the command getmac on Windows XP if you only have one network interface installed, or find the MAC address using the System Information program.
The MAC address might be printed on a label on the device itself, on a sticker on the underside of a laptop or on the box the device was supplied in.
Type arp to get some output such as this:
colossus ether 00:20:8B:F8:BD:A2 C eth0 cumin ether 00:20:F9:0F:56:7C C eth0 smith ether 00:20:DF:34:E3:DE C eth0