Login with your Exchange credentials. (i.e. if you have a unified account use email@example.com, if you are a CN customer, enter CN\username in the username field, for COB, enter BUS\username, etc.)
If your password has expired, you will now be prompted to change your password before you can login. You will not need to follow any of the additional instructions below.
If your password has not yet expired, you will be logged in; continue with the instructions below.
After logging in, click Options (Upper right corner of the page).
Click Change Password.
Follow the instructions you're given to change your password.
Note: If your computer is on the campus network when this process is completed you will want to log off of the machine and log back in using your new password.