1. Open a command prompt window. If you're running Vista or 7 you may have to open the command prompt as an administrator.
2. Enter the command net user username * /domainname or just net user username * if you're not changing a domain user, then press enter. Make sure you substitute your own entries for username and domainname
2a. You could also use net user username newPassword /domainname or net user username newPassword. This will change the password to the newPassword value without prompting you again
3. Enter the new password, then confirm
4. The user should now have the new password set for them
You can find the original article that I used at http://www.petri.co.il, which includes some screen grabs of the command prompt text.