Menu commands to open applications as root - how to?

[Terry]

I am trying to work out how to launch an application as root from a menu 
shortcut.

I've tried using a script with a command line beginning with sudo but 
that doesn't work.

One application I want to launch is konqueror --profile filemanagement.  
It is better than Midnight Commander when you want to move files or 
directories.

Another is Thunar, for opening files.  Sometimes I want to open a file 
to which I as a user do not have access.

I have been using Terminal but it would obviously be more convenient to 
just click on a menu command and then enter a password.  Apart from any 
other consideration, opening an application from Terminal ties up that 
tab, so if you need to do something else as root, you have to login on 
another tab as root.

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