Hi Steve,
If password changes are allowed on the authenticated account you can change the password through Control Panel -> User Accounts -> Change your windows password.
Ctrl-Alt-Del is trapped by the machine to which the keyboard is connected, so it will never be passed to any application and thus never to a remote machine. This is a security feature. To pass a Ctrl-Alt-Del you must click on the button that is present on most terminal windows (not sure where it is on RDP).