You don't. It's a security measure that prevents things from writing to crucial system file locations without you knowing it (and inherent to running a UNIX-based system, it's like sudo at the command prompt). It's part of what makes OS X more secure than Windows. Man up and get used to typing it.
How often are you installing software that this is such a big deal? killmoms is right - it's a security feature that helps prevent unauthorized system access or application installation.