On a Macintosh: from the Apple menu, select System Preferences. Click on Accounts, then click on the Change Password button. Type in your old and new passwords and click Change Password.
On a Dell: after you are connected, press Ctrl-Alt-Delete and a dialog box will open up. Select Change Password, type in your old and new passwords, and click OK. When you are back to the 6 choices, click Cancel to return to the main desktop.