System -> Preferences -> About me -> Change Password
However that is not quite the end of the story. If you use wifi and/or Ubuntu LTS (Lucid), then you might need to give some thought to the password for your keystore (keyring).
If you change your password, but leave the keyring password still set as it was originally, then you are likely to encounter some keyring prompt when using Wifi or other parts of your system.
You might be happy to be prompted 'The application NetworkManager wants access to the default keyring, but it is locked' each time Wifi connects.
There are other times, where you might also see that 'Enter password for default keyring to unlock' message.
If you like the convenience of having the keyring password set to the same as your login password, then here is where to go:
( above is Applications -> Accessories -> Password and Encryption Keys )
Clicking the little plus symbol (+) will open things out and show you which processes have interacted with your keyring. Key ID 1 in my case is a wifi connection.
Key IDs 2 -> 5 are related to Ubuntu Lucid and use of Desktop Couch and Gwibber. These processes look to be using the keyring as a security measure also.
The line with plus symbol (+) or minus symbol (-) is where you should right click to get the illustrated drop down and access 'Change Password'.
( On some systems, that line might be indicated with a sideways triangle icon )
Setting your password to match your login might be a way of avoiding separate prompts each time your keyring is accessed by a process.
AMD Cool and Quiet steppings:
Having fitted a new Athlon 250 processor to my system and added 'CPU frequency scaling monitor' to the Gnome panel, my system now shows the steppings as follows:
Seems that AMD latest chips have improved the step down so that there are more power states, rather than the older 2GHz or 1GHz options of previous generations.
If your system is locked on full all the time, then it really could be, that you have not enabled 'Cool And Quiet', or else perhaps your motherboard lacks support for this AMD feature.
If you are running Ubuntu Lucid and your system shoots high (both processors fully loaded) for a couple of minutes, then you might see Gwibber and beam, or other 'new for Ubuntu Lucid' processes.
This is the first time Gwibber and Desktop couch have been used widely in Ubuntu, and I suspect the startup demands will receive a lot of attention in Meerkat (10.10) and beyond.