Ubuntu, Hardy Heron, 2.6.24-19
ubuntu by default has disabled the root account. It's actually a very good idea. The first account registered at installation has sudo capabilities. So to do what you are doing, try the following:
and type your own password. This will drop you into a root shell.
I suggest you use the sudo capabilities instead, for example:
sudo apt-get install whatever-package
as opposed to
Please enter password:
apt-get install whatever-package