Hi Feng - can you verify you are doing a PUT request? If you were doing a POST, you would get a 405 back like you are seeing.
BTW I use the "Poster" addon for Firefox to test requests, it's quite handy:
https://addons.mozilla.org/en-US/firefox/addon/poster/ Thanks Sascha for looking into this.
I am programming via a .NET client. Using PUT, with URL https://<Unity Connection Server>/vmrest/users/<uid>/credential/password and Request <Credential><Credentials>newPassword</Credentials></Credential>.