by panagiotis karageorgos.
Well it depends from what you intend to do.
Actually you could change the max file size for uploading for one course from the settings of this course. If you think that this is not enough then:
First you have to raise the Maximum uploaded file size from site policies in Security from Site administration. You need administrator priviledges to do that last setting.
If you think that even then the upload file size is not enough then probably you have to change it from your php.ini file.