You could also give sudo a whack. sudo is a utility that gives root privledges to specific users, on specific applications. I run it so that when I login in as a regular user, I can perform system operations without having to login as su all of the time.
You can run the ./visudo script as root to set things up. I'll post an example of my sudoers script so you can use it as a guide:
# sudoers file.
#
# This file MUST be edited with the 'visudo' command as root.
#
# See the man page for details on how to write a sudoers file.
#
# Host alias specification
# User alias specification
# Cmnd alias specification
# User privilege specification
root ALL=(ALL) ALL
user ALL=(ALL) NOPASSWD:ALL
# end sudoers
Basically, I can run any command that requires root permissions without a password. This is very handy if you are installing rpms, or using apt. I also use it to launch my PPPoE script at boot time. If you wanted to run your program, you can create a shortcut on your desktop, and modify its command property to: sudo /path/to/root/app/you/want/to/run.
You can mess around with all of the other settings if you have multiple users on your box, or if you just want to get familiar with a really cool idea.