veeresh
SME by default does not allow for external access to change password etc, as it sets up strict security.
You need to specify the external IP of the host that users are accessing from, in the Remote Access panel.
You can also use the following contrib to limit access only to the change password panel/function.
http://www.dungog.net/wiki/UsermanagerNote the comment at the very end in Notes section re Internet access where it still requires you to enter the remote host IP (as mentioned above).
Alternatively users can access the server via VPN, and then as part of the local network they can change their password using the URL referred to in server manager.