better yet, open a terminal, type 'su'-Enter, enter password at prompt, and you're now root. Administer your system as needed and then type 'exit' when you're done to log off of root.
You will only have root's powers in that terminal though, not in the entire system. I use this a lot. Safety guru's will also advice strongly against running X as root, but I don't think the risk is high for home users.
headacher is correct, you will only have root power within the terminal, however you can easily start and application and root power will be passed on. For instance, in a terminal switch to root, and then start thunar ('thunar &') - thunar will open; you will have root power; and the '&' option will still allow you to run more commands from the original terminal. That's how I typically do it