Fedora :: Running Bash And Perl Scripts On Desktop

I wanted to run bash and perl scripts which requires SU privileges by clicking on desktop
Terminal window opens and closes fast without knowing what happened.

scripts work on terminal window by telling
sudo perl file.pl
sudo bash file.sh

Perl has this header
#!/usr/bin/env perl
or
#!usr/bin/perl -w

Bash has header
#!/bin/bash

How can I run them with desktop shortcuts with SU privilege so, the terminal will not close after execution? Should not the scripts work without telling perl or bash, since they have the header?