Changing your own password on a RDP session on Windows Server 2012 R2

From http://rajdude.com/blog/changing-your-own-password-on-a-rdp-session-on-windows-server-2012-r2/

1. Click Start
2. Type osk (to bring up the on screen keyboard)
3. Hit enter
4. Once the on screen keyboard is open, hold ctrl+Alt on your physical keyboard, then click on the  del key in the on screen keyboard.
5. Minimize the on screen Keyboard
6. Click Change a password.