I have created a new user with adduser, and
would like to change to root in a shell, when running
as this user.
Doing $su root gives me
su: Permission denied
Sorry.
The password is correct, I can login as root from
the Login Menu.
It would be worth adding the FAQ as a "sticky" thread at the top of every forum so that we can direct people internally to it and plus people will read it before they post