Save the file by hitting Ctrl+O, then quit nano with Ctrl+X. Close the terminal window. (You can type the command exit to do this). Then, open a new terminal window and type any command with sudo, ...

Regarding the ability to create a double-clickable Terminal script (see previous item), Scott Lahteine notes that: AppleScript Menu can do more than just run AppleScripts. It allows you to run Perl ...