Welcome to KDE su! KDE su is a graphical front end for the UNIX "su" command for the K Desktop Environment. It allows you to run a program as root by supplying root's password. KDE su is an unprivileged program; it uses the system's su.
KDE su has one additional feature: it can remember passwords for you. If you are using this feature, you only need to enter root's password once for each command. See for more information on this and a security analysis.
This program is meant to be started from the command line or from .kdelnk files. Although it asks for the root password using a GUI dialog, I consider it to be more of a command line <-> GUI glue instead of a pure GUI program.