Why are you using sudo? Perhaps you are used to Ubuntu.
In VectorLinux, if you as user need to do something that requires root, use su. Open a terminal and type
at the prompt. Then type the root password. You can now run commands reserved for root and do other root things, such as edit system files, create directories somewhere other than in your home directory, install software system wide, etc.
When you're finished with whatever you need to do, type
at the terminal prompt. That will return you to your user account.
If the situation is that you want your user to be able to do some things that require root privileges without revealing the root password to that user, you can add the user to groups that have permission to do the desired things. If that's not enough, you as root can edit /etc/sudoers to let a particular user sudo to have access to some commands.
I don't know much about editing /etc/sudoers, so if you need more information about that, someone else will have to step in.