Summary: Change your password in an AD rdp session.
Date: Around 2017
Refactor: 20 February 2025: Checked links and formatting.

It can be hard to change your password when you're in a RDP session in an Active Directory environment (as in no local accounts). When you're just one session deep, you could try to use this key combination:
<CTRL>+<ALT>+<END>
If that doesn't work, and you're on Windows 7 you could try this:
Go to Start → Windows Security and click the link to change your password.