Graphical su – gksu
Linux also supports graphical versions of su, which ask for your password in a graphical environment.
Why not try to use gksu instead of su.
One of the benefit of using gksu command is that – it preserves your current desktop settings, so graphical programs won’t look out of place when you launch them as a different user.
Here is a screenshot of gksu in action from my Ubuntu desktop.