This is quite common. It generally depends on how your Xserver is set up and wether or not you have any virtual consoles free. For example, if you run slackware and you boot up into graphical mode or runlevel higher than 3, then it will only leave one virtual console open and all other login attempts will be refused by the Xserver when running any other graphical apps by use of su. Not sure with other distros. Except gentoo I prefer to not let root log in from a console at all.
Nevertheless
GKSu should solve that problem for you. It's basically a graphical (gtk) gui to the su command.
Just go 'gksu appname' Sometimes you have to supply the full path name to the program if it's not in your path.
Hope that helps.