Changing the the superuser "sa" password in Microsoft SQL is an ordeal involving the MS "SQL Enterprise Manager".
Changing the "sa" password in the free-but-broken Microsoft SQL Desktop Engine (MSDE) is as far as I know impossible.

It's a lot easier in Perl. Open a regular ODBC connection to the database in question and voila:

use warnings; 
use strict; 
use DBI; 

my $dbh = DBI->connect('dbi:ODBC:target', 'sa', 'password');

$dbh->do("exec sp_password password, newpassword");
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