See the documentation for sDom - the sDom code for Length changing is l
.
Here the length menu is being inserted as the very first control :
sDom: "<'call-header'<'dthead'>l<'ttools'T><'filterinput'f>r><'dttoolbar'><'dataTables_scroll'<'dataTables_scrollBody't>><'call-footer'<'row-fluid'<'span6'i><'span6'p>>>"
---^---
fiddle -> http://jsfiddle.net/eCrhb/