Had this problem trying to connect to DB2. Compuware Support's response/workaround was to create a link through and Access db and make sure to check the option Save Password when setting it up in Access.
We could not attach to the pop-up to login since QARun was actually waiting on the dbConnect() command to finish.
The only way around this is to pass the login and PW in the dbConnect() command, or set it up as a DSN w/the password saved, or Compuware's lame workaround above.
"For words are like prescription lenses; they obscure what they do not make clear."-Stefan Kanfer, Time, 1977