If you use ODBC then you need to add this to the Properties for the Pass-through query if you do not want to answer the dialog box each time.
Open the query in design view, right click on the blue bar across the top of the query editing box (to see which might require taking the box out of "Maximize"), click on properties, and then click the box with three dots (aka Build) to the right of the line in the properties box labelled "ODBC Connect Str".
This will take you to the "Select Data Source" dialog of the ODBC manager. Pick the User or System ODBC driver you set up for the target database. You will be shown a login dialog box for the database, into which you put your identifying characteristics like User ID and Password. You will then see a dialog box which ask whether you want to save the password in the connect string.
This will eventually put into the ODBC Connect Str property a string which will look something like "ODBC;DSN=DatabaseODBCIdentifier;UID=YourUserID;PWD=YourPassword;
DBQ=TheOracleDatabaseConnectionName;DBA=W;APA=T;EXC=F;FEN=T;
QTO=T;FRC=10;FDL=10;LOB=T;RST=T;GDE=F;FRL=F;BAM=IfAllSuccessful;
MTS=F;MDI=F;CSR=F;FWC=F;PFC=10;TLO=0;"
If you say to save the Password, then this will automaticaly work until you change your password. If you do not save the password, then you will have to enter it each time. And of course, if you distribute this to other users then they will look to the database as if they are you (not cool - don't do that). If you need to distribute this then manually edit out the User ID and password parameters before you distribute, or before you put this into a shared Access database.
And BTW, thank you Mr SydneyGeek. I would not have thought of that idea, and it solved my problem very nicely.