To be able to change your password as a non-admin I believe there are 2 conditions that need to be met:
1.) The account needs to be a native directory account.
2.) Shared Services can't be using openLDAP (open-source Lightweight Directory Access Protocol). If Shared services is using openLDAP then only admins and directory managers can change native directory passwords. This information would be available in shared services under Amdministration -> configure user directories (although you might not have access to see that).
If the above 2 conditions are met then to change your password you'd need to go into the shared services console, expand native directory, highlight users and search your own user name. Then right click on your name and select properties and then you should get a screen giving you the option to change your password.
Hope this helps,
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