The Credit Limit Override window allows you to enter a password specifically used for this purpose (and created in the Credit Limit Override Password window) to continue with a sale that you were prevented from recording because the customer had exceeded the credit limit.
Tip: To enter a password, you don't have to click in the Override Password field first; simply start to enter the password.
This window will only appear, and is only needed, if you mark the If Credit Limit is Exceeded on Invoice, Warn and Continue or Prevent Unless Overridden preference in the Preferences window - Sales view and choose Prevent Unless Overridden as the kind of notification you want to receive.