Hi @bob111 ,
to be honest it's a little bit confusing, but the documentation says: "This command is available only after logging in to the System Data domain."
So you need to use the "login-to-domain" API call to gather the session-id even if you have a SMS:
curl --location 'https://<your-server>/web_api/login' \
--header 'Content-Type: application/json' \
--data '{
"user" : "<your-username>",
"password" : "<your-password>",
"domain" : "System Data"
}'
...and then "set-administrator" to change the password:
curl --location 'https://<your-server>/web_api/set-administrator' \
--header 'Content-Type: application/json' \
--header 'X-chkp-sid: <your-session-id>' \
--data '{
"name" : "<your-username>",
"password" : "<new-password>"
}'
That worked for me. Let us know if it worked for you.