Why would you do that? What do you expect visitor to do if he/she forgets password? To abandon your forum?
Add template modification in admin panel. Template: "login", find this code and replace it with nothing:
Code:
<xf:html>
<a href="{{ link('lost-password') }}" data-xf-click="overlay">{{ phrase('forgot_your_password') }}</a>
</xf:html>