How to add to an sudo an app launched from gnome?

I installed NetExtender (VPN app) and it created a NetExtender.desktop file which launches the GUI when I double click it. I dropped that into /usr/share/applications and updated the categories property to list favorites. I now see this in my favorites menu (great).

However, the problem is that I need to sudo this thing or it won't connect correctly. Is there some way to specify this? I noticed that some of the other desktop apps ask for a password in the GUI. Is there a property that I can add to the desktop file for this?

I don't really want to create a shell script which does the sudo because I don't want an extra terminal window hanging around.

Thanks.