By design it is not possible to let the user change there password through OWA in Exchange 2003. But you can make it possible with the following steps.
1.) Open the Internet Information Services (IIS) Manager
2.) Navigate to the Web Sites, Default Web Sites
3.) Creat a new Virtual Directory with the alias Iisadmpwd
4.) Browse to the following path: C:\Windows\System32\Inetsrv\Iisadmpwd
5.) Allow the following permissions: Read, Run scripts, Execute
6.) Enable the change password button in OWA by opening regedit and create the following REG_DWORD – DisablePassword with the value 0 (zero)
7.) Register the following DLL from the command prompt.
8.) Restart your IIS Server with the command iisreset /noforce