In a few circumstance, customers may be using a Remote MySQL database (for legacy support or other reason).
Customer may login to phpMyAdmin,
Issue the following SQL to get the current logged-in username –
SELECT CURRENT_USER();
Issue the following SQL to change the current user password –
SET PASSWORD = PASSWORD(‘new_password’);
For local MySQL database (localhost), customer may simply login to DirectAdmin, MySQL management, select the MySQL database, and MySQL user, and change the password.
ref.: http://dev.mysql.com/doc/refman/5.5/en/set-password.html