By default, only Windows XP remembers the passwords for Ad-Hoc networks. With Daihinia you can, however, make later versions of Windows remember it too.
Start Daihinia Control App, go to the Ad-Hoc tab, and "create" the Ad-Hoc network with the same parameters as on the computer where the mesh is initiated: same SSID, same encryption type, same password. And voila, Daihinia will create a wireless network profile that contains the password, Windows will not ask it each time you connect to that network.
Please note that if you change the password, you'll have to repeat this procedure again.