It's not to connect to another machine using ssh, it's just to run a program on the same box that requires a password in order to do so.There must be a simple way ?

In the general case, no. A lot of programs that ask for passwords do not read them from the standard input, they open /dev/tty instead. For those, you'll have to use a telnet/ssh solution.

That is, unless they have a command line option to give the password.