A Windows NT 4.0 user may receive the following error message while trying
to change their password when they attempt to log on:
You do not have permission to change your password.
If both of the following items are selected in User Manager for Domains,
the above error message may be displayed.
For the User Account:
User Must Change Password at Next Logon
For Account Policies:
User must log on in order to change password
For consistency, this behavior has changed from version 3.51, and now is
more similar to a Windows 95 log on attempt. However, unlike other
Microsoft clients, a remote Windows NT computer, which has already logged
on, has the ability to change the password using remote procedure calls.
For more information, please see the following Microsoft Knowledge Base
TITLE : Changing a Password from a Remote NT Computer