I tried the gksu, but it shows to be already loaded, and I can't seem
to right click like you said. This is my original Ubuntu machine
which I use for testing/learning. I did use Sudo Nautilus which
worked great, but I think now that the sound files I downloaded aren't
working because of them being 8-bit low quality (a guess). Some of
them work partially for Login, but most don't. I had already matched
the permission settings to the stock sound files, so that's not it.
I'll try to re-format the sounds, or import other 16-bit sounds files
to see if those work.

At least I found out how to get rid of that NetworkManager error
screen when shutting down, by searching for more answers.