Right click anywhere on a blank desktop. Click create launcher.
Type = application
Name = whatever you want it to be
Command = /usr/bin/gksu nautilus
Comments = whatever you want it to be
Double click the new launcher on your desktop. Note that anything you want to copy and paste must be done in this browser, you cannot simply drag onto your user desktop space, so if you need to open to browsers just double click the new launcher twice. Welcome to drag and drop root.
Remember that you can replace nautilus with whatever your favorite browser is, you might try xfe, so after dl of xfe command would be /usr/bin/gksu xfe. If you would like to make a OpenAs that you can manually type any program you want to run as root,
Command = /usr/bin/gksu.