How to change user password on Windows 2008 R2 Server

Today I ran across a situation where from my desktop I had changed my local password and wanted to synch up my admin account via remote desktop connection (RDC) (MSTSC.EXE).  The target server was a Windows 2008 Server R2 machine and via RDC I wanted to keep the passwords in synch (rather than letting it expire and changing at that point in time).

You can 't select CTRL-ALT-DEL when on the remote machine so you have to do this by

START --> Windows Security --> Change a password and then you can make this change.