I quote Vespian here:
You can change your password by clicking the 'Forgot your Password?' option at the very top of the page. You can also change your password by going to your profile, scroll down until you see 'Modify Profile' at the left side of the page, look under it to see 'Account Related Settings'. Click it and within' it, you'll see the option to choose your own password. However, to change your password, you must accept it's change in the e-mail you've set up your account in. When it's changed, it does change for both the forum and in-game.