Microsoft's Internet Explorer has a concept of security zones. It can guess which servers that you are visiting belongs to the corporate Intranet, and automatically pass in Windows Authentication tokens.
These options are under Internet Options
Figure: Set up Internet Explorer to automatically detect Intranet Sites
Figure: Default setting for "Automatic logon only in Intranet zone"
You can also do this in FireFox, via a slightly different method.
Figure: Make a promise to be careful
Figure: type NTLM, and find the trusted URIs setting
Figure: Double-click and enter your SharePoint server URI, e.g. Intranet.ssw.com.au
Figure: Automatic Windows Authentication sign-in in FireFox
(This tip is of course, Windows-only).