Change Saved Network Password

How to change stored network passwords

Windows 7
Connected to a network domain:
Control Panel/User Accounts/Manage Windows Credentials

Not connected to a network domain:
Control Panel/User Accounts and Family Safety/User Accounts

See "Manage Stored Passwords, Certificates, and Other Credentials." Microsoft Windows. Web. 19 Oct. 2011.
<http://windows.microsoft.com/en-US/windows7/Manage-stored-passwords-certificates-and-other-credentials>.

Windows Server 2003
Start/Control Panel/Stored User Names and Passwords

WinXP
Start/Control Panel/User Accounts

If joined to a domain:

Advanced Tab/Manage Passwords

If not joined to a domain:

Select account name/Manage my network passwords

References
How to manage stored user names and passwords on a computer in a domain in Windows XP
http://support.microsoft.com/kb/306992/EN-US/

How To Manage Stored User Names and Passwords on a Computer That Is Not in a Domain in Windows XP
http://support.microsoft.com/kb/306541

Updates

2011-10-19 Added "Windows 7"