Is that possible to change PPTP VPN password on mac? Could I directly reset my password for VPN on mac?

For Windows, I found the instruction below 
(source from ehow, not tested as I only has a mac):


Log on to your VPN.
Enter the "CTRL+ALT+DEL" keys simultaneously and select the
"Change a Password" menu option.
Enter a new password. Then depress the "CTRL+ALT+DEL" keys
simultaneously and select the "Lock the Computer" menu option.
Immediately unlock your computer. This action will update your
cached VPN login information and your VPN password will be updated.


Can I do this on mac too? Thanks.
No.

To my knowledge, the native VPN client on Mac OS X does not have functionality for changing your password. There is some code in directory authentication that can do this, but in order to change a password used for VPN, you'll likely have to log into a web-based password utility that's bound to the directory the VPN is authenticating to.

Additionally, those ehow instructions are quite vague. It looks a little like the system is authenticating to a VPN at login, much like how OS X can authenticate to a directory service at login. Perhaps it is possible to connect to a VPN prior to login on Windows? On Mac, on the native client, this is not possible: VPN sessions happen AFTER a user has logged in.

Now, if your VPN is authenticating to a Directory Service used for login, it may be possible to change this password inside loginwindow (as changing your account password).