You will want to modify the sudoers file. In a terminal sudo nano /etc/sudoers. You will want to go down to the line %wheel ALL=(ALL:ALL) ALL and comment it out by adding # in front of it. A few lines down should be a similar line # %wheel ALL=(ALL:ALL) NOPASSWD: ALL. You will want to uncomment this by deleting the # at the beginning of the line. With nano, you can save by hitting ctrl+O then hitting ENTER to confirm. Hit ctrl+X to exit nano.