Thanks for your reply but the first suggestion (Control Panel) was the first thing I tried after I noticed ctrl+alt+end didn't work. Once I get to my account I have the options to "Change user Account Control Settings" and "Manage user Accounts" and then it says "To change your password, press Ctrl+Alt+Del and select Change a password."
I don't have a button unfortunately on Window's RDP and/or mRemoteNG...lame
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).