How to prevent password popup everytime for changing network configuration in OS X Mountain Lion?

Make sure that your scripts have the right permissions and owner. It should be root:wheel like this(wifi is the script name):

lion:~/Downloads napcae$ ls /usr/local/bin/
-rwxr-xr-x  1 root      wheel       739 25 Nov 18:35 wifi

You can achieve this by typing

lion:~/Downloads napcae$ sudo chown root:wheel wifi

Now you can sudo your commands in the script, i.e.

sudo networksetup -setnetworkserviceenabled "Huawei Modem" on;

The Terminal/Finder should stop asking for the password. I hope this helps.