Is there any way for users to change their passwords, without the domain user having to get involved?

sure is...

Just use the html form that comes with the plesk command line creation utilities...

see this thread:
http://forum.plesk.com/showthread.php?s=&t...+email+password

hi I went to this link you posted but not able to find out where to download this plesk command line creation ultility, where to download it?

Ypu can grab them from Plesk's site http://www.plesk.com - you will need to create a login if you do not already have one.

I am yet to download and install them - but from memory they are fairy easy to locate on their site.

thanks!