When you configured a SharePoint site with Forms-Based-Authentication (FBA) the default login page is used to authenticate users. The default login page is a Layouts page and has the following attributes...
Virtual Path
http://server_name/_layouts/login.aspx
Physical Path
C:\Program Files\Common Files\Microsoft Shared\web server extensions\12\TEMPLATE\LAYOUTS\login.aspx
You can modify the login page as-is but it is recommended that you never edit the out-of-the-box SharePoint pages. As a result we need to make a new login page. We can make a copy of the login.aspx page in the layouts directory or use a sample login page provided by ExCM. The sample ExCM login pages can be found at...
C:\Program Files\SharePoint Solutions\Extranet Collaboration Manager\Customizations\
Copy the 'login-layouts-pwdreset.aspx' file to the layouts directory 'C:\Program Files\Common Files\Microsoft Shared\web server extensions\12\TEMPLATE\LAYOUTS\' and rename it to extlogin.aspx. You will then need to tell SharePoint where the new login page is located. You can do this by modifying the web.config file of your FBA Web Application. Find the authentication section and modify the loginUrl attribute.
<authentication mode="Forms">
<forms loginUrl="/pages/extlogin.aspx" />
</authentication>
Close down all browser windows and open your site in a new browser window. You should be redirected to the new login page which contains a 'Forgot My Password' link.
If you would like to include an anonymous registration link on the login page as well use the 'login-layouts-pwdreset-register.aspx'.
If you are using a publishing site open your login page with SharePoint Designer and replace the login page content with the contents of the 'login-publishing-pwdreset.aspx' page.
Note - The Forgot My Password page is accessed before a user authenticates to the SharePoint site. As a result you need to set the anonymous access level of your site to 'List and Libraries' or 'Entire Site'. If you would like to know more about the SharePoint Anonymous Access feature or how to configure it, read Microsoft's Enable anonymous access article.