Some OPeNDAP data providers will choose to control access to some or all of their data. When you request data from one of these servers, the OPeNDAP client will prompt you for a username and password. If you want to avoid the prompt, you can make the OPeNDAP URL even more baroque by embedding a username and password in it, like this:
http://user:password@www.dods.org/nph-dods/etc...