Actually, Ubuntu doesn't have a shortcut for "gksudo nautilus", aka, file manager with su priv. I'm actually not even sure what 'admin' is, but it isn't super user and it doesn't allow you super user privileges.
In Unix, the philosophy is that one group owns a file. If you're not from that group then generally you can't write or delete anything made by that group. Of course there are ways to make it so other groups
can modify/delete the stuff, but the best thing to do is just to stick to your user group.
I will assume your regular user name on the box is 'fuzzybabybunny'. I think you changed your user from the 'fuzzybabybunny' group to the 'admin' group, and then lost your ownership privileges. What you need to do is change that back, preferably as soon as possible.
At the top, click on
System --> Administration --> Users and Groups. In the list that comes up, click properties on 'fuzzybabybunny' and go to the advanced tab. Now set
main group to 'fuzzybabybunny' instead of 'admin'. Click OK to get out of the dialogs. Now reboot. Now you should be able to use and control your files like normal. If you created any files while you were under admin, I can tell you how to change ownership to 'fuzzybabybunny' as well.
You shouldn't need super user overly often. You can elevate your self by entering a password. When you try to change system settings or install software it asks so it can elevate you to super-user for that program. Once you enter your password, you have free super-user elevation for a while and then lose it again and must re-enter the password. Don't worry, you still have complete control of your PC.

It's just that doing everything as super user (root) is rather insecure.