Disregard that message above (going to delete it after this). I thought you were posting about a different extension.
If the main message of "You must change your password" or whatever isn't showing, it's a sign that your template is likely not setup to show system messages. Can you try with the default Joomla template and see if that works? If so, you'll need to modify (or talk to your template provider to add) the <jdoc:include type="message" /> to the template so that system messages show.
Hope that helps,