Look at this link. http://discussions.apple.com/thread.jspa?messageID=9372513
I did BDAqua's suggestion
To stop the pop-up, Go to System Preferences: Security. Check the box next to "Require password to unlock each secure system preference." Then lock Security.
Suggest you update to the final version of Tiger 10.4.11. Here's the link for the 10.4.11 combo update http://support.apple.com/kb/TA24901?viewlocale=en_US