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A user only has permissions over the folders and files that they own. Some files/directories are off limits because a regular user has no business with them. Security is a bigger deal than with Windows.
IF you need to do administration tasks, use su to get to the root accoutn
it will prompt for the root password.
Yes, you can get into the root account from the shell -- type 'su' (no quotes) at the command prompt. If you want root's environment too (and you probably do) then type 'su -'. As a general rule, once a home desktop system is set up, you shouldn't need to become root but for software installs and the like. One thing I like to do is make the logs readable by the wheel group and add myself to wheel. That way, I don't have to become root to do the mundane chore of reading logs.