A VLAN ID of 0 is reserved and essentially denotes that there is no VLAN tag. The lack of a VLAN tag or native VLAN on a trunk will have a VLAN ID of 0x000. Its 802.1q field will have priority information only. To accomplish this, configure it as an access port or the native VLAN of a trunk port. Instructions to "set a VLAN id of 0" are poorly written and will be disallowed by most configuration parsers regardless of manufacturer. See: http://www.ismlab.usf.edu/dcom/Ch3_802.1Q-2005.pdf page 76.
You probably don't want to manipulate the MAC of the physical switch port, but that of the layer 3 interface that will ARP for the IP. You do this at the interface level, which may be a VLAN interface in your case.
(config)#interface ethernet 0/1
(config-eth 0/1)#mac-address BA:DB:AD:C0:FF:EE