Now click on New Password tab or click on menu bar then click on New Password and enter new password and repeat password then click on transfer or press enter like in the image below. Your password will be changed.
STEP 1.) Login into SAP system-->User Profile-->Own data
STEP 2.) Now Maintain User Profile window will open in your system here you need to click on Password button or from menu bar click on Edit and change password [MENU-EDIT-CHANGE PASSWORD] like showing in below picture.