I wanted to allow Outlook Web Access users, on a SBS 2003 server, the ability to change their passwords. You need to create a Virtual Directory in IIS on the SBS server, then install a small OWA admin app to enable this.

Petri's website had a guide to this which worked great: http://www.petri.co.il/enable_password_changing_through_owa_in_exchange_2003.htm

The OWA admin tool has lots of other options you can tweak for your OWA users, which would normally mean you have to do a reg tweak.