Probably the directory nautilus-scripts in ~/.gnome2 is missing.
You could check the contents of your $HOME environment variable typing
echo $HOME
in a terminal. The HOME variable is ALL upper case.
With the commands
cd
without any arguments, you can change your current working directory to your $HOME. You could also type
cd $HOME
or
cd ~
all three above are equivalent (at least as long as $HOME has been set correctly and not overwritten) .
With
ls .gnome2
you could check if the .gnome2 directory exists in the current working directory where you type this command. Or type
ls ~/.gnome2
to check the existence of .gnome2 in your $HOME. If the directory does not exist you will get an error message. If the directory does exist, then the command will display the contents of the directory There you should look for the presence of the directory nautilus-scripts where you are trying to open a new or existing file "Open\ as\ root". The command
ls ~/.gnome2/nautilus-scripts
will show you the contents of the directory ~/.gnome2/nautilus-scripts if it exists. You could create both of these directories typing the command
mkdir -p ~/.gnome2/nautilus-scripts