Easy:
- Log in on the laptop without network and using the old password.
- Then connect the network and start your VPN connection to work.
- Now lock your laptop. control-alt-del Lock).
- Then unlock it using the new password.
At the time of unlocking the computer is connected to the domain (via the VPN tunnel) and it will verify the password with the domain. As a side effect this will update the password on the laptop.