When you first using the newly ordered Windows VPS, you will be asked to change your windows user password on first login.
However, things not go smooth when you try to change the password and get system prompt:




Resolution
Please make sure you are NOT login with DOMAIN\Username format as per following:




You can change this in Remote Desktop Connection option:




Try again login via RDP to change your admin password.
You should see the login prompt no more DOMAIN\Username format.