This is driving me bonkers, i'm sure it never happened before version 9.
I tick remember password box every time, played with keychain access, looked all over the net for solution but nothing.
I use 1password so my password for itunes isnt something that is memorable just a load of random gibberish. Every free app 'purchase' or song=open 1password enter password, find itunes password, click edit, copy password, back to itunes, then finally paste.
Has to be a bug that apple needs to address.
Rant over feel better now