I have a new macbook with osx 10.8.2
Every time I want do delete a file, open a downloaded file, and numerous other actions I have to enter my password. Is there a way to turn this off?
That sounds odd, have you tried repairing permissions on Disk Utility? I assume you're the only owner of that macbook.
Anyhow when you try to delete a critical file it will prompt you for your password.
You can also enable the root user:
If you log in as root it won't prompt you anymore but this will give access to any application to your system. This way you'll be vulnerable to all kind of malware including trojans.