It all depends on what it is that's calling the Web Script (a browser vs an external application). For the UI Web Scripts you mention however, I'm assuming that it's a browser that's calling the Web Scripts, in which case there's no easy way to force the browser to pre-authenticate - browsers do their thing their way, and there's little that application developers can do to modify that behaviour.
That said, it is possible to get single-sign-on across both the Alfresco web client and Web Scripts - to do this you simply access the Web Scripts via /alfresco/wcservice rather than /alfresco/service. Of course this still requires the user to login once to start their session, but after that they won't need to log in again to either the web client or any Web Scripts they access (until such time as they logout or their session times out of course!). 😉
If, on the other hand, it's an external application that's calling the Web Scripts then you should access Web Scripts via /alfresco/service and use pre-emptive authentication - the /alfresco/service access path uses HTTP basic authentication (http://en.wikipedia.org/wiki/Basic_access_authentication) which allows for login credentials to be provided pre-emptively.
