Invocation of applications which require root permitions

[Jury Levykin]

I have installed Ubuntu 5.10.
(This is my first installation of Ubuntu)
It was performed in the expert mode as I wanted to create disk 
partitions manually.
During installation, I typed the root password and later made the first 
user.

!!! After installation, I try invoke the root's applications by Gnome 
menu, for example "synaptic".
I type the user password into the displayed window, but after that do 
nothing.
All applications that I tried to run, ones do not started !!!
In case I type from console following:
$ sudo synaptic
$
Nothing occurs!

Could you help me with this problem?

Thanks,
Jury