I generally broadcast to log into the game.

If I get a prompt to enter an authentication code, I'll turn off broadcast.
And then enter it on only the main window.

That gets the main window to the character select.

Once there, I enable broadcasting.
And press Escape.
That cancels the authentication window on each of the slaves.
And sends the main window back to entering passwords.

At which point, with broadcasting still enabled...
I enter the password again.
And it does not prompt me for authentication on any window.

Once you enter authentication, you don't need to again for a while.
If I play D3, for the first time in a week or so, it will prompt me for a code.
If I box for the first time in a week or so, again it wants a code.
If I log on from my Dad's place, it wants the code... but that's a different IP address.
If I take four or five days off from Blizzard stuff, it will want a code when I play again.
When I box daily, or otherwise play regularly... it almost never wants a code.

You can enable an option to always require the authentication, with every log in, if you like.
That is more of a hassle, but also more security for your account.