As far as I know this flatly can't be done without hacking the core and even then it's possible that third-party functionality (and even base functionality) might break. Maybe explain your issue a little more -- there might be a way to accomplish your goal WITHOUT the need for extra segments?
Edited to add:
You can TRY the following, it should work for base EE functionality but I cannot guarantee how it will interact with anything third-party.
In the file
/system/expressionenine/core/EE_URI.php, on or around line 133 (depending on the version of EE), find the following:
if (count($segs) > 9)
and change 9 to some other number, like this:
if (count($segs) > 25)