I have already set a Derby DB password in Glassfish/Netbeans. I also checked the remember me checkbox.
Now I cannot change the password anymore.
To change the password you only have to execute:
call SYSCS_UTIL.SYSCS_SET_DATABASE_PROPERTY('derby.user.<my user name>', '<your new password>')
for example if you username is 'john' and you want you new password to be 'johnsnewpassword' you would call:
call SYSCS_UTIL.SYSCS_SET_DATABASE_PROPERTY('derby.user.john', 'johnsnewpassword')