Ah, I had this issue in a clean debian install before. Let me see if i can find the workaround for it.
And the sudoers files sets the permissions for sudo. If your not in the file, then you can't issue the sudo command.
Edit:
http://knol.google.com/k/hesham-elsaghir/user-is-not-in-the-sudoers-file-how-to/3noo92ojj7hi0/8#
That's what worked for me in a Debian system, so it should? work in fedora.
Like it said, you have to use the built in editor to edit the file, since your don't have root access.
Once your in the editor, add yourself to the file, and save. Then you should have access to it.
Can you use gksu or su instead? Or maybe even run sudo -s first?
Oh, and linux doesn't work like windows. You might set the root password and all that, but your only logged in as a administrator if you log in as root.
Sudo is equivalent to asking your parents to go out with friends. You have the admins permission to do something, but your still not a admin.
It makes it a lot harder to do serious damage to your system that way. if that makes sense.