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su vs sudo is one of those things that linux lovers love to argue over. Ubuntu believes that entering sudo before each command improves security because the machine isn't left in root state. I came from SuSE and "su". At first sudo seemed a little strange because it was different than what I'd become accustomed to. I'm now quite comfortable with sudo. One thing you may not realize is that when you use a series of commands with sudo, only the first asks for the password. There's a timer on this, perhaps 15 minutes. I recommend you try things the Ubuntu way to experience it before breaking with what the distribution creators recommend. Along that same issue, I recommend that you become familiar with Synaptic and Ubuntu repositories before becoming dependent on CLI methods like apt-get.
Let me get this straight. With super hackers out there anyone can possibly get into my computer to do bad things. But I own the computer and I'm the only one who can't get into my computer.
I've got Kubuntu and I'm just setting up and every turn I make I get a denial unless I go into administrator mode and type in my own password (I'm the owner and sole user, remember) and I get a denial because I don't have a password.
All these excuses in the newsgroups, this web-site and so forth give me excuses...
Why isn't someone from Linux sitting beside me protecting my computer from me? I could do something equally dangerous, like throwing my computer out and buying an Apple?
I JUST WANT A WAY TO GET A ROOT PASSWORD WITHOUT HAVING A ROOT PASSWORD TO DO IT.
Will someone please make me happy that abandoned Windows for Linux? Sorry for the rant, but I want to use my computer, and can't.
The password requested is your personal password. I can see you have been a SuSE 10.1 user and may be accustomed to having to become root to perform administration. Ubuntu and its derivatives take a different approach which eliminates root logins and replaces them with group membership in the "admin" group. As the person that installed you are by default the only member of this group. The purpose of this approach is to limit the amount of time root privileges are active. Use your personal password when requested and you will become accustomed to this approach -- I did.
What you are getting frustrated with is a feature specific to Ubunutu (and Ubuntu based) distributions - I dare say there are other also, but I can't think of them off the top of my head...
The whole beauty of Linux - if it doesn't suit you, you are free to choose another distribution that does suit you
As fragos said, you'll get used to it... I was originally a RedHat / Fedora user and it frustrated the hell out of me "not" having a root account and having to enter my own password when I wanted to administer my computer. It took less than 2 weeks to get used to "the Ubuntu way"