Hi Michiel,
Welcome to the forum.
I have had the very same problem for many months, and have searched the support pages many time for help. I understand that we both are missing the opportunity to reply "Always Allow" - and nowhere I have found the answer.
Apple just says that one has to enter "Allways Allow" - but where ????
http://support.apple.com/kb/TS1770?viewlocale=en_US
Do you use the Apple MobileMe Sync service? That service produces the nagging pop-up here.
One way to avoid the message to pop up is to de-select the Apple MobileMe from doing automatic sync and set it to be done manually (that is by you). Howver, this somehow reduces the usefullness of the MobileMe service, and it would be nice if Apple could help us.
My feeling is that many has somehow just given up on this.
Another suggestion seen in the forums has been to install a fresh system update e.g. from 10.5.1 til 10.5.5 using a downloaded update. Yesterday I downloaded the latest 10.5.5 combo-update from Apple and installed it (600 MB) . But it did not help on removing this nagging "Enter pubsub password".
Finally, as many thinks this might have something to do with RSS news feeds readers, some has suggested to delete the RSS feed that are found in the MAIL application (as a folder along with the other Mail folders). I have just this morning deleted the only RSS feed I had from Apple this and are now waiting to see if this helps getting rid of this "enter PubSub password" thing.
My feeling is that this does not really get it fixed, as I just got this dreaded "Enter PubSub password" screens up while writing this.
I'm sorry to say, the only thing that all this leads to, is that we are both in the same situation.