Well, the correct (and much easier) way would be:
(1) Log into X-Windows as a regular user
(2) Open up a Konsole/xterm
(3) Become root by typing in 'su -' and your password
(4) Go to /etc (cd /etc)
(5) Run 'kedit modprobe.conf' and edit the file
(6) Close Kedit
(7) Get out of the Konsole using exit
It is very bad policy to login as root to X-Windows. It is extremely insecure and leaves you open to a lot of vulnerabilities and attacks.
Of course, you have the option of going to one of the consoles (CTRL+F1), logging in as root and editing the file from there. But, then, you'd have to use something like vim, emacs, nano, pico, ...