Hey thanks, but I already saw this one...
This article is talking about resetting the password, while I'm looking for a way to change it.
I know the current password.
I believe there is a simple way to do it...
the steps in the article linked by d_aloy above will allow you to change the password to whatever you wish - It looks like the word 'reset' was used in the sense of 'set again'.
While tuning a database today I found a password change facility on the dbadmin.bat tool.
Once you open the tool, select Maintenance > Password Change.
Hope this is what you were looking for!