Samba keeps a separate password file than the standard /etc/passwd. This password file can be manipulated using the smbpasswd command, or from Windows. Each user which requires samba access must have a password set up. In order to set up a password, use the smbpasswd command as root:
altman:~# smbpasswd alon
New SMB password:
Retype new SMB password:
altman:~#
It is best to use the same password for your Windows login (if you have one) and for Samba. Once a password is set, the user can change it by using smbpasswd, or from Windows.