The name of the utility is MProg. It's mentioned on this web page, the current download link is here. It isn't terribly straightforward, and IIRC required loading the FTDI "direct" driver, which is readily available but not the driver people generally use (the VCP - virtual com port - driver is more common.)
When I get the current project out of the way I'll try to make time to assign a new serial number to my Arduino just for fun, and document it along the way. I can't take a chance on bricking it just now. 
-j