Seems you'll need the assistance of one of the admins.
How do I change my remote desktop password if expired?
I did not get a prompt to change my password and woke up today saying it was expired and needed to be changed but it does not give me an option to change it.
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If you have access to another machine (e.g. a local computer with cached credentials, or another user account), you can reset your password from the Ctrl-Alt-Del screen by selecting 'Change a Password'. You can type any account into the username field here, it doesn't have to be the logged on user.
Note that this doesn't appear to work for untrusted remote domains.
You'll need an admin to change it. Before it expires, once you're on the remote desktop session you can always use CTRL+ALT+END to send the CTRL+ALT+DEL to the remote computer and then choose the Change a Password option.