Make sure you are not confusing your account password (to log in and what you need for sudo) and your keyring password (what you need to open the keyring so apps like network manager, email and instant messengers can retrieve your password. by default they are the same but if you change your account password, the keyring password is not changed.
Anyway to change your account password, boot ubuntu in recovery mode, select a root shell and type
Code:
passwd yourusername
reboot
To change your keyring password, log in to your account
Applications -> Accessories-> Passwords
Rightclick Passwords and select change password. If you make it the same as your account password, the keyring will be unlocked automatically when you login.
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