How to run sudo command in the script?

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http://forums.fedoraforum.org – I have a script with sudo command. If I double click it I see a choice "run in terminal, view, cancel, run" if I select just "run" sudo command does not execute, if I select "run in terminal" it works fine. I'd like to create launcher for this script but via it execition goes in "run" mode, so no sudo command How to solve this? (HowTos)