This solution is for Windows XP and Windows Server 2003 operating systems. Using a Remote Desktop connection is possible to modify the password for any user accounts defined on the remote computer.
The steps to do that are:

1. Create a Remote Desktop connection to the computer on which is defined the user account;
2. On the remote computer open Windows Security window (CTRL + ALT + DEL  does not work in the remote session, unless there is direct access to the computer and it is not used the Windows Welcome Screen) via Start -> Windows Security;  the solution for activating Windows Security window in Windows is described here;

3. On the Windows Security Form select the Change Password option;

4. In the Change Password Form Insert the user name for which you want to change the password (any user accounts defined on that computer)
5. Insert old password;
6. Define new password;
7. Save the form data and if everything is ok you will receive a confirmation message “Your password has been changed.”