Mi capita spesso di doverlo fare e ogni volta devo
cercarlo... 
<code>
using
System.DirectoryServices;
...
DirectoryEntry myDirectoryEntry;
myDirectoryEntry = new DirectoryEntry(@"WinNT://MyDirectoryServer/MyUsername,User");
myDirectoryEntry.Invoke("setPassword", "MyNewPassword");
myDirectoryEntry.CommitChanges();
</code> 