The reason for that is that you need to have the local administrator's password in order to perform the following tip, and if you don't have it, then the only method of resetting it is by using the above tool.

Read more about that on the Forgot the Administrator's Password? page.

Update: You can also discuss these topics on the dedicated Petri.co.il Forgot Admin Password Forum.

Lamer note: This procedure is NOT designed for Windows XP, nor will it work on Windows Server 2003. For that you should read the Forgot the Administrator's Password? - Change Domain Admin Password in Windows Server 2003 AD page.

Reader John Simpson added his own personal note regarding the changing of Domain Admin passwords on Windows NT domains and Windows 2000 Active Directory domains (HERE). I will quote parts of it (thanks John!):

As stated above, the very useful "Offline NT Password & Registry Editor boot disk" will only let you reset the password for the MACHINE Administrator account, not the DOMAIN Administrator account. As you probably know, on a Windows 2000 server which is an Active Directory controller, you CANNOT log into any machine-level account. Which means that resetting the MACHINE Administrator password is pretty much useless.

Or so it would seem. It turns out that "Directory Service Recovery Mode" uses the MACHINE-level accounts, since the whole point of this mode is that the AD control databases may be corrupted and you need a way to manually edit them (presumably using some high-priced third-party software package