Somebody asked this same question on Ed's blog – here's the reply I made there. I don't know how to change or save the password, but this is the next best thing…
Create a new folder and put the SSNLHE pdf file into it. The folder can be anywhere, including on your desktop.
Create another file in the same folder, whose name is the password to the pdf file. For example, if the password is “12345ABC” then the file name will be “12345ABC”. You can use anything, like notepad for example, to create the file. There does not have to be anything in this file.
Now to open the pdf file, do this:
1) Click on the “12345ABC” name. Wait a second, then click again. (note, this is not a double-click; this is to select the file name)
2) Now press ctrl-c (that's “control-c, or the “Copy” command). That will copy the file name (which is the PDF password) to the clipboard.
3) Now double click the pdf file to open it. When it asks you for the password, just type ctrl-v to paste into the dialog box.
4) Press “enter” and away you go!
It sounds like a long process, but it isn't. It's just click-wait-click on the file name, then ctrl-c, then open the PDF and paste the file name in with ctrl-v.