If you're in the admin group (or the sudo group starting with Ubuntu 12.04) but that group isn't configured in /etc/sudoers to be able to run commands as root with sudo, you can fix that problem the same way you'd fix a broken sudoers file:
pkexec visudo
Then just edit the sudoers file to add whatever entries you need. In particular:
Ubuntu systems before 12.04, or those that were upgraded from a version before 12.04, should have this:
# Members of the admin group may gain root privileges
%admin ALL=(ALL) ALL
Ubuntu 12.04 and later should have this (even if they also have the above lines because they were upgraded from an earlier release):
# Allow members of group sudo to execute any command
%sudo ALL=(ALL:ALL) ALL
This pkexec method works (on desktop systems) because Ubuntu systems with a GUI installed have two separate mechanisms for administrators to perform actions as root: sudo, and PolicyKit.
See this question about a different but similar problem, if you're curious and want more information: