That does not sound normal - did you have Content Manager open when you were changing your password?
If so, you will need to repeat the process without Content Manager being open.
Also, make sure you are changing the password in the right place - in your Auran Profile (link for that is above), not in the Trainz boxes (unless you do happen to set it to a different one, then you will need to update Content Manager (and possibly the Trainz options box)
Shane