This is not entirely true. Which version of Windows Server are you using?
Some tools exist, for older versions (up to Server 7/2008r2), that can 'crack' the Windows SAM files, using rainbow tables lookup - so if your password is not too complex - this is one way of trying to get it back. One such tool is 'Ophcrack'.
If your password is not an 'easy-one' / generic / in the tables - you can use other tools to replace your password in windows. About.com made an article about various tools, avaiable here:
http://pcsupport.about.com/od/toolsofthetrade/tp/passrecovery.htm
Hope it works out for you :)