For the password self-service feature to work. The users have to put in
their challenge response answers. The documentation states the clients
access the password self service features using one of the following:

iManager 2.02 portal (I am using 2.5)
Novell Client (Not to put in inital responses to challenges)
Virtual Office
eXtend Director

So which do I need to configure so users can get the ability to enter
their responses to challenge questions.

I have iManager 2.02 up, but I do not see the end user challenge/respose
setup screens when I log an enduser in.