Windows

If you have set up the user account with the user required to change password on next log on , then you got to ensure that the user logs on to the NT machine on which you created the user . In such case NT will prompt him to change his password before he gets logged on .
If your requirement is to create a user who will be accessing only the web site and does not have access to log on to the NT machine on which the user is created to change his password , you should create the user account with the option "Password Never expires" and uncheck the other options .

The reason you got the " Page Cannnot be Displayed " message was because the user had not logged on to the NT machine and changed his password before trying to access the site through his browser.
About User Rights - You should make sure that the user you created has rights to access the NT machine hosting the site on the Network . This right can be set from User Manager for domains . ( I think in your case the user was actually having this right )
In case you want the user to log on the NT machine directly to change his password make sure he has the Log on locally right as well .
Hope this helps .

Regards
Ananth

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