Yes Mike,

If you are running NT, then your logon account must be a system administrator. So you either need the admin logon OR your network administrator can give YOUR username admin priviledges.

Then connect internal will not ask for a password. (in my experience)

If you are running on UNIX then like vinit says, logon as Oracle. Or YOUR logon name must be added to the DBA group. Your unix administrator can do this.

Either way it's your OS user account that doesn't have the privileges you need.