How to increase max_allowed_packet?

Dear

I like to know how can i increase
max_allowed_packet=32

to make it 32m?
from the shell i type

vi /usr/local/lib/my.cnf
but in the my.cnf it says no such varible exist!!!
so if it doesn't exist in my.cnf then how can we increase it and what are the comand lines?

thank you

All variables have default value, until you specify them in my.cnf.

For CentOS it should be /etc/my.cnf