DW
If the message says your password expired, press ctrl+alt+del and choose 'change password'. (I'm assuming you're in Windows and this is your Windows logon password.)
If the message says anything else, I'm suspicious. It wouldn't be too hard for malware to give you a prompt like that to trick you into revealing a password. Do a virus scan.
Anonymous
It's in control panel under user accounts make changes to this pc you may need to type control panel into cortana to find it