Finder may be designed that way, but Darwin certainly isn't. It can be a hassle to have to append sudo to a series of commands if you're carrying out a lot of actions as root.
When VGZ says that root is disabled, he means that there's by default no usable password for root, so that you can't su. What you need to do is add your own password to the root entry in NetInfo Manager.
Here's what to do:
1. Open up NetInfo Manager in Utilities. Find the users group, and within that, the root entry. You'll see a table of properties and values in the bottom half of the window. You'll see "*" entered for passwd. You need to replace this with an ENCRYPTED (not plaintext) version of the root password you want to assign.
2. In a shell, use htpasswd to generate an encrypted password for you. You can use the flag -n to force htpasswd to output the results to the screen. You can also use the flag -b to simplify the process by including the password on the command line:
% htpasswd -nb anylogin mypassword
anylogin:fu9fRgdzVSRB2
3. Copy the string that follows the colon: this is your encrypted password.
4. Back in NetInfo Manager, click the lock and login as an admin-level user to make changes. Then double-click on the "*" entry for the root password. You'll be able to paste your new encrypted password. Now save your changes and quit NetInfo Manager.
5. Test your new password by su-ing in the shell.
Hope this works for you.
Matt