This is actually fairly simple, but for a Windows user like me I suffer quite some time to figure out.
It is fairly simple to do this, say you want to edit a configuration file under /etc, fire up Terminal, and run as "su", then under 'su' run leafpad (I'm using XFCE). This leafpad is different from what you launched from app menu, it will allow you edit and save the file as root user.
Easy isn't it? I spent almost half an hour to figure out this though. =)