When the checkbox to "Password Never Expires" is set, a user can change
their password from any PC connected to the domain (CTRL+ALT+Delete | Change
Password). Setting that checkbox means that the current password cannot be
changed by user. You have to remove the checkbox in Password Never Expires",
set the "Change Password At Next Logon" and then reset it after the user has
changed their password.
Refer to article: http://www.yqcomputer.com/
As an aside, it is not good Security practice to set the option of "Password
Never Expires" for any user.