By a 3,5 kDa-cutoff dialysis tubing, dialyse your protein (if
required, could also substitute your desalting-column), and then
concentrate by immersing the tubings in either high-MW PEG
powder/flakes (PEG 20.000 or bigger) or the more expensive
Aquacide (is basically high-MW wallpaper glue). This basically
sucks the water (and everything smaller than 3.5kD) out of the
tubing.
have fun
Klaus