I am using AD 2003, I want to change other's machine local admin password from AD, how I will do it?

Local Admin account and its password are stored in local SAM, so managing it with AD is not possible. You can however standardized the local admin group by using the "restricted groups" setting in Group Policy. You can also accomplish the task by using Scripts, VBS, or PowerShell. The easiest GUI way to do it as an one-off basis is to use the compmgmt.msc and use "connect to remote computer".

Well ... if You are able to deploy GP Preferences client side extension on your clients You can use GPP to push new password to a local machine's accounts. Here is blog entry which shows how to do this:

http://abskb.spaces.live.com/blog/cns!8834054641A09100!1071.entry

GPP was introduced with W2008 however it works in W2003 environment as well ... what You need is client side extensions deployed.