Step1 : goto start->run cmd [Enter]
In a command prompt
Step2 : c:\Documents and Settings\User>cd\ [Enter]
Step3 : c:\osql -E [Enter] {Its Login through Window authentication}
Step4 : 1> sp_password @old=null, @new='newpassword', @loginame='sa' [Enter]
Step5 : 2> go [Enter]
Step6 : 1> Exit [Enter]
Now password changed successfully.