What i have done is found in synaptiuc. I installed nautilus-gksu and
nautilusscript-manager. Then I installed ubuntu tweak from www.getdeb. There is
asection in it for setting up scripts. Works good for me. I have one script in
right click menue that dose open file as adm.and one sub menue that is scripts
with 7 more scrips in it. I use it in 8.04 and 8.10.

Something that sounds very cool. Still learning Linux though, could you
do me up a how to?

You can do:

sudo apt-get install nautilus-gksu

and it will do it. Though its different than before it seems to work fine.

In the terminal type gksu nautilus to open a Nautilus session as root. You can
also use sudo su and then type nautilus. You must input your password of course
and keep the terminal open until you are done. You can make a launcher by right
clicking on the desktop and adding the gksu nautilus command to the appropriate
line.