That link in the login widget is pointing to
http://thechicacafe.com/login/?action=forgot_password which is not the address for that.
That
/login/page is protected at Level 0, that's why you're redirected to the Membership Options Page with this URL
http://thechicacafe.com/chica-membership/?s2member_seeking=page-12&s2member_level_req=0 Notice the last part with the variables that give extra info.
It'll be hard to login from that new Login page if you need to be logged in to get there, you need to fix that restriction.
The right URL for the Lost Password form is
http://thechicacafe.com/wp-login.php?action=lostpasswordI hope that helps.