Threshold is not a boundary or a limit, instead it's a restrictiona in which the default value can't be exceeded unless that value is explicitly modified.
You can not set List View threshold for a single list. This can only be done on Web Application level. Follow these steps:
- Login to Central Admin
- Go to Application Management -> Manage Web Applications
- Pick the Web application for which you want to change the LVT (If you only have 1 web app plus the central admin one, the one you want to pick is the 1 web app; changing this for the central admin does you no good)
- In the ribbon above, click General Settings. That will bring down a menu, from which you should pick Resource Throttling
- Change the LVT (first item in this list) to another value and press OK, but please try to keep it to a reasonable number!
Full article here
On the other hand, you can disable throttling for a single list using SharePoint Manager or the following PowerShell commands:
$web = Get-SPWeb http://myserver
$list = $web.Lists["MyCustomList"]
$list.EnableThrottling = $false
Consider using folders in the future. As keeping all the eggs in one basket is a bad habit :)