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If you are trying to change the password for an account that was formerly a Microsoft Live account, but has been changed to a local account, and that change was made while not being logged in under that account, you will find that the conversion from Microsoft Live to local account is not complete, and changing the password is not possible from another account. You will see the message "you cannot change the password for ..." There is no known way to resolve this issue without knowing the password and logging in to the user account directly. Bad news, I know!