I was trying to change the admin password for one of the servers I'm currently used in my project which have a windows server 2003 installed, I'm connecting to this server through a remote desktop session , I have to press CTRL + ALT + DEL to be able to apply the changes ... I tried to do so actually but I got may machine security dialog and not the remote machine one.
So after searching the Internet I have found that to use the CTRL + ALT + DEL in a remote desktop session you have to use CTRL + ALT + END instead.