To bring up the Change Password screen from a Windows computer:

Click your mouse in the Remote Desktop or any RemoteApp window and press CTRL+ALT+END

If using a laptop where the END key is shared with another key, press CTRL+ALT+FN+END.

To bring up the Change Password screen from a Mac computer:

Click your mouse in the Remote Desktop or any RemoteApp window and press FN+CTRL+OPTION+DELETE