There are two ways to change your password. If you've truly forgotten your password, you can reset it (described here). This can be accomplished by clicking the "Forgot password?" link on the login prompt.
If you know your password and simply want to change it, you can do so by first logging in, then choosing "My XeroHome > My Account" from the menu in the upper righthand corner. You will be taken to your profile page. From the top of this page, you are able to set a new password. You must enter it twice, then click "Update".