You need to edit the /etc/sudoers file by using the command visudo (this will put you in a vi editor, it's possible to use other editors, but this way keeps you from editing it in a way that will break sudo).
For example I have sudo only working for specified commands this (note this is all one line, with a space for nopassword options:
andy ALL=/bin/mount,/bin/umount,/usr/bin/pacman,/usr/sbin/hibernate,/opt/kde/bin/knetworkmanager, NOPASSWD: /sbin/halt,/sbin/reboot
If you have the line that looks like this
%wheel ALL=(ALL) ALL
it will allow anybody that's in the wheel group to use sudo for all commands (similar to what ubuntu has for the original user)