Make some file with extension `.desktop`
and write this in
[Desktop Entry]
Name=Unreal Tournament 2004
Exec=gksudo aoss ut2004
Icon=(select an icon and write its path here)
Type=Application
then you need to write your password every time you run application but its OK.
Other way
We will make script and make .desktop
file to that file, don't know will this work or no but give try.
Make file called for example aoss
and write this in:
#!/bin/bash
gksudo aoss ut2004
save file than open terminal and type thins command in
chmod +x aoss
and than look at how to create .desktop file
and create .desktop
file to that scrypt