Need help adjusting tax amounts (very lost)

When I was in college I remember my professor saying to have the government take out less in your taxes throughout the year so that you get a smaller check at the end of year but have more of your money in pocket. I never did this because I wasn't making that much money and enjoyed a Larger tax refund. Now I am making much more money and would like cash in hand to invest rather than waiting on my tax refund. What do I need to do in order to adjust this accordingly?

Thanks!