I don't see the point in making them change their directory if it doesn't change any outcome in the process of changing their password, it would only mislead them in their pwd, etc.
All users with a valid shell can invoke the passwd command to change their passwords, etc.
I'd say either create an alias for all users called changme that links to 'passwd' or you can create a symlink to it as well.
But if you insist:
Code:
#!/bin/bash
cd /some/directory
passwd
And if you want to let them know what directory they are in after running this, well, throw a pwd command at the end of the script.