Installing security update software

[subscribe307 at verizon.net]

I have followed the documentations to go to the gnc-fq-update but I 
don't understand the direction "Change to that directory, open a root 
shell and run the command “gnc-fq-update”. What is a root shell? When I 
run it I get a web site with command line text and instructions that say 
"You probably need to be root before running gnc-fq-update." I am 
clearly doing something wrong that is probably simple.
Please help,
Mike