Installing Firewall on Ubuntu using Lokkit

I have searching on the Internet how to setup a my Ubuntu (8.04) machine as a firewall and I finally found a step that I need to do. Lokkit, yeah this is the firewall that I think suitable. What I need to do is to download it first to my Ubuntu machine, install and configure it as I need.

rootubuntu@myubuntu-vbox:~$ sudo apt-get install lokkit <---- type this command
[sudo] password for rootubuntu: type the root password, after that the below details will be displayed during the installation. (see below)
Reading package lists... Done
Building dependency tree
Reading state information... Done
Suggested packages:
ipmasq
Recommended packages:
gnome-lokkit
The following NEW packages will be installed:
lokkit
0 upgraded, 1 newly installed, 0 to remove and 1 not upgraded.
Need to get 128kB of archives.
After this operation, 811kB of additional disk space will be used.
Get:1 http://my.archive.ubuntu.com hardy/universe lokkit 0.50.22-7.1ubuntu2 [128kB]
Fetched 128kB in 6s (20.6kB/s)
Selecting previously deselected package lokkit.
(Reading database ... 138076 files and directories currently installed.)
Unpacking lokkit (from .../lokkit_0.50.22-7.1ubuntu2_i386.deb) ...
Setting up lokkit (0.50.22-7.1ubuntu2) ...
You must use lokkit or gnome-lokkit to configure the firewall. -end of installation-

After installation of Lokkit is finished enter below command to run Lokkit
rootubuntu@myubuntu-vbox:~$ lokkit <---- type this command

ERROR - You must be root to run lokkit. why I got this message? because I'm not run it as a root. use sudo

rootubuntu@myubuntu-vbox:~$ whoami
rootubuntu
rootubuntu@myubuntu-vbox:~$ sudo lokkit
[sudo] password for rootubuntu: type the root password, then the Lokkit window will be pop-up as below.