Hi Mary,
If your system does not have a password, try ignoring the password field and just clicking the OK button. I have tried this (on my test machine on all supported OS X versions) and it continues with the installation.
If your system does have a password and you don't know it, you'll need to try to recover/reset it. There are a few links for this in this FAQ. You can also try searching the web for information on how to recover/reset your system's password.
--
Maria