Be sure to type in the correct password. If you don't know your password, you should contact your SQL Server administrator. Or if you are the administrator, open up SQL Server Management Studio and change your password to something you can remember.
If SQL Server is installed on your computer, it might help to right-click on the icon and choose "Run as administrator":
Once you're in SQL Server Management Studio this way, you can go into "Security" and then "Logins" and change the password for most logins (just not the logins based on Windows user accounts).