When using Remote desktop to change your password, you have to press ctrl-alt-delete.
Usually you can use ctrl-End on your remote machine — but sometimes that doesn’t work.
Using the windows onscreen keyboard will do the trick.
Run -> enter osk.exe in the cmd box.
This will pop up the onscreen keyboard. If you press Ctrl – Alt – you’ll see the keys on the onscreen keyboard light up – -then just click the DELETE button on the onscreen keyboard and it will pop up the task manager screen where you click change password.