SharePoint FAQ
 
Q:

How do I keep SharePoint from asking for my password a 2nd time when opening a document file?

A: Add the SharePoint site to the trusted sites in Internet Explorer

Tools->Internet Options->Security-> Trusted Sites-> click on the sites button.

Add your SharePoint URL. Click Ok.

 

On the Security tab page, press the Custom level button.

Scroll down to User Authentication select Automatic logon with current username and password