When you attempt to install a program or perform other administrative tasks in OS X, the system will prompt you for a username and password before continuing. Generally when such prompts show up they will not go away until you press either the OK or the Cancel buttons; however, sometimes errors might occur in which the authentication window might unexpectedly close.
When this happens, upon performing an administrative task the system will display the prompt but immediately close it without letting you supply credentials and authenticate.
Recently MacFixIt reader Scott wrote in about an experience with such a problem when trying to install software, and as a result was not able to get any new programs on his system.
When I try to install software, the authenticate window closes and doesn't give me a chance to click on OK.
Though this type of issue could be tackled by creating a new user account, repairing permissions, or even reinstalling the OS, in Scott's case the situation was far simpler.
Having exhausted other means of tackling the problem, Scott eventually just unplugged the USB cable that he uses to connect his iPod, after which the authentication windows stayed open and he was able to install new programs without issue.
This instance suggests that if you are running into similar issues either with authentication or other processes unexpectedly quitting, first try minimizing your system's running environment to see if that helps the situation. Unplug all peripherals, and even try a different keyboard and mouse, since those may also contribute to odd problems if they are not working correctly. In addition, try some general troubleshooting steps to see if you can replicate the problem in alternative boot environments, and also run a general maintenance routine to clear caches and other temporary items that might contribute to the problem if improperly configured.
Lastly, if you cannot get the system to behave properly after running these routines and minimizing the operating and boot environment, you can try installing the latest combo update for your version of OS X, or reinstalling OS X entirely. Both of these procedures should preserve your applications and user data, and hopefully will reset the core system software and configurations and clear the problem. You can download the combo update for your system by looking up the OS X version in the About this Mac window (in the Apple menu), and then perform a Web search for the OS X version along with the words "combo update."