Are you logged in with an administrator account, or a user account that is not an administrator?
Do you have "Require Administrator password to control AirPort" enabled in the "Advanced..." section of the "Network" pane of the System Preferences under your AirPort interface?
Turn it off. Having that option enabled asks you for the password any time you try and change the configuration of the AirPort -- including switching networks... hence, the wording of the option: "Require Administrator password to control AirPort."Yes.Do you have "Require Administrator password to control AirPort" enabled in the "Advanced..." section of the "Network" pane of the System Preferences under your AirPort interface?