Password not working in Graphical Applications (gksu)? Works with sudo

I am having a problem where when I try to run say GParted, when I am prompted for a password, it says "Incorrect Password"

But when I enter the same password using terminal sudo gparted for example, it works. Why is that?

UPDATE

I noticed that theres a difference between using sudo and gksu. The later will fail with incorrect password ...

Open gksu-properties (Alt + F2 and type gksu-properties).
Then make sure the Authentication mode is set for "sudo".

Reference: 1.

Have you tried gksudo? I've actually never seen gksu before.

From https://lists.ubuntu.com/archives/ubuntu-studio-users/2007-September/000472.html:

gksu is a frontend to su, and gksudo is a frontend to sudo.

So if sudo is working properly for you, gksudo and not gksu is the graphical extension of sudo when you need to gain administrative privileges without using the terminal.