Unlock Login Keyring

Passwords (also called keys) can be stored in keyrings. In this case, your internet connection password is stored in your login keyring, so that once you login, that password is automatically used when establishing your internet connection.

Normally, your login keyring is unlocked when you type your password in at the login screen, but it appears that this hasn't occurred for you. (I've only seen this on accounts that are set to log in automatically, though there are probably other causes too).

If it appears, all you have to do is enter your login password into the dialogue box. Then your login keyring will be unlocked and your internet connection can be established (and any other password-using programs you might use, e.g. Gwibber, will connect automatically) without having to manually enter those other passwords too.