There’s a few places you must go to change this and that is in global settings under Organization Configurations as well as the HUB Transport connectors under Server Configuration.

To modify the global settings go to the following menu areas inside you Exchange Management Console. 

Organization Configuration->Hub Transport->Global Settings tab->Properties of Transport Settings

Here you can adjust your transport send/receive limits by editing the properties.

Then you must modify the connectors found inside the Send Connectors tab 

Organization Configuration->Hub Transport->Send Connectors tab->Properties of Default Send

Then you can adjust your send connectors default maximum message size under Server Configuration 

Receive Connector Server Configuration->Hub Transport->Receive Connectors Pane->Properties of Default

Here you can adjust your receive connectors default maximum message sizes. After the settings have been changed you will want to either restart your server or reload all exchange services (which ever is easier for you).