Change password in Member Server

I have setup a program in the member server and created users in that server. I want to know how the users from their workstation who log on to the memeber server through the network can change their passwords. I am not sure whether you can do it since they are authenticated by PDC. The program I have setup asks for username and password but have no option to change password in there. I want to know how you can change in NT since you wouldn’t get the screen of ctrl+alt+ del or force them to change by checking ‘change password at next logon’.