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Sudo is an alternative to just typing in su and your password to get root privilages. You put sudo infront of the command you are going to excecute that needs root privilages. Example: usually you would install VLC like this:

Code:
su
 
password:
 
yum install vlc
On a Debain based linux like Ubuntu it would be:

Code:
su
 
password:
 
apt-get vlc
But with sudo all you have to do is:

Code:
sudo yum install vlc
 
password:
Again on a Debain based linux it would be:

Code:
sudo apt-get vlc
This way when you use sudo it will only ask you for your password once and if you use the same terminal to do your stuff then if you use sudo again it won't ask you for your password so if you would like to install another program after VLC you don't need to type in your password.

If you want to do it then just open a terminal and type in:

Code:
echo 'loginname ALL=(ALL) ALL' >> /etc/sudoers
That's it! Well not all of it. If you want to use sudo without it asking you for you password period even on the first command then just put "NOPASSWD:" before the 3rd "ALL". So it would look like this:
Code:
echo 'loginname ALL=(ALL) NOPASSWD:ALL' >> /etc/sudoers