Don't change the IP address, add a second IP address to the NIC. Disconnect from the PSSession and connect to the new IP address. Now you can remove the first IP address from the NIC leaving only the one you added.
If you change the only IP address on the NIC you're going to be disconnected. How the ISE handles that I don't know, but apparently it's not handled well.
Don't forget that if you're changing IP addresses you may have to wait for DNS or NetBIOS updates. A better way is to use DHCP and reserved addresses. If DHCP, DNS, WINS (if you still use that) and the client machine are configured properly your changes happen automatically the next time the client refreshes their lease and your IP assignments are documented.