You shouldn't have to install sudo, it's already a part of a fresh ubuntu install.
For example, when you execute a command that requires superuser priviledges (let's say /etc/init.d/gdm restart), you'd have to prefix the command with sudo. When asked for a password, enter your user password (don't worry if typing doesn't give you an echo on the screen).
So in our little example you'd write
Code:
sudo /etc/init.d/gdm restart
so that the command above is being executed with superuser privs.
Imagine sudo as a substitution for: login as root, execute command, logoff as root (except the root user isn't enabled by default on ubuntu systems).
Hope I could clear things up for you (and also that I understood the problem correctly).
Regards,
ds[de]
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