When connected via VNC, unable to run GUI apps in priv mode?

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http://askubuntu.com – Ubuntu 12.04 desktop, with Xvnc4 (vnc4server) running. When I VNC into the box, I can access my desktop and run apps/etc. However, any GUI based app that requires root authorization, will not show the authorization dialog and therefor fails. For example, If I go to Settings->Networks and try to configure a proxy server, I get no dialog asking for authorization to make the change, and it fails. Likewise, I cannot install Ubuntu One, and other such operations. Of course, I can perform actions from a Terminal window figuring out the command line equivalent of the operation I want to perform, b (HowTos)