Ok, I'll give you an idea of waht you need to do...
First you'll need a page where the user can change their password. I hope your using a mySQL database to store passwords? On this page your SQL statement would look something like:
SELECT password FROM $table_name WHERE username = '$username'
This statement tells mySQL to select the password from the database in the row that contains there username. So if Joe logs in it will find Joe's password.
Then you need this:
while ($row = mysql_fetch_array($result)) {
$password = $row['password'];
This will take the value of password and put it into a variable called $password.
Then you need a form with a text field. Echo $password as the value parameter of the text field.
You also need a hidden field in the form to pass on the value of $username (which you got from the login.
Make the form's action parameter changepass.php or something like that..
Then you need to make changepass.php
You'll need to connect to mySQL and use a statement like this
UPDATE $table_name SET password = '$password'
That will update the password. Then you should probably confirm it on the page by echoing a "Your password has been updated"
statement. If you know how to use mail functions you can mail them the password that they changed to confirm it.