Nautilus should ask for the root/sudo password as soon as the user tries to do an action which he's not allowed to do.

For instance, if you want to copy a file to / nautilus should say something like:

* You need administrator privileges to copy 'foo.txt' to /

   * Username [John Doe           ]
   * Password [(empty and focused)] 

I guess this applies to most interactions which yields permission denied and can be 'forced' by running as an administrator user. Of course, certain operations which are known to be dangerous should probably not be allowed.

Sorry if this is reported or implemented already, I couldn't find a bug nor a reference in the changelog.