Windows Server 2003/2008:
Click Start - Windows Security - Change Password. Update password.
Continue on with your day, safe and secure.

Windows Server 2012:
Click Star...oh wait, there's no start menu.
Hmm, attempt to hit the edge of the screen to find the 'charms' and click Settings, then Change PC Setti. Oh wait, that doesn't exist on 2012, even though it's on Windows 8.
Go to the vast empty void that is the 2012 Start Screen and click, umm, hmm.
Back to the Desktop, Right Click on the "empty spot that should be the start menu" for the secret "Power Users" menu. Nope. Apparently Power Users don't change their passwords.
Bang head against wall.
Google "remote desktop keyboard shortcuts"
Press CTRL-ALT-END, then Change Password. Update password.
Continue on with your day frustrated and annoyed that Microsoft glued this ridiculous interface onto Windows Server. Really guys, do you actually USE this thing?

</rant>