Install sudo (install it as root, then configure it using visudo to enable the %wheel line, and add your user to the wheel group). Then you don't have to mess around with any of this.
Login to X as a normal user. Open a terminal. Run "$ sudo /path/to/app It will ask for your password, then run the app as root. Simple as pie.
There's also gtksudo, gksudo, and kdesudo apps if you need a GUI method for doing the same.
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