"How can I set it up so I don't have to worry about passwords or having access denied?"
Always run as root.
However this is not a good idea. You may not have a security problem with other users on your machine but you do have a large potential security problem with the internet. If you run as root more than you absolutely have to then you greatly increase the amount of damage that malware coming in from the internet can do to your machine.
People who switch from Windows to Linux often find that the extra security in Linux is annoying. But overall the extra Linux security is a big advantage. If you really want to configure Linux to no security and no security annoyances then I suggest that you try Lindows. Lindows has deliberately configured Linux to be as much like Windows as possible, warts and all.
Be prepared. Create a LifeBoat CD.