But don't do it.
X-windows is ok if you want it, but running it as root is a huge security error. I am of the opinion that X should never be on a server, as it is just a waste of resources that should be directed elsewhere, like actually doing what the server was designed for, which never should be showing you pretty pictures.
Also, running as fulltime root is inviting windows errors, like viruses and such. Part of the reason that linux viruses are virtually nonexistant is that most linux boxes aren't run as full time root. The saftey of that is I can't harm the key files of the computer, as I don't have the rights to do so. As full time root, anything I do can effect the computer.
X is a semi-bad idea on a server. Fulltime root is outright stupid (true on M$ systems as well), and it lowers the security of your computer to an unacceptable level.
Besides, what do you need root for? Other than modifying config files, you should have a server that runs like a top without any direct intervention on the part of a user.