sudo allows user zaurus to run commands with root privileges
sudo is a zaurus build of the standard linux tool of that name. Sudo allows you to specify allowed users and commands that those users are permitted to execute with root privileges, WITHOUT needing to change to user root or even enter the root password. Useless on earlier ROMs, this is however quite handy for newer Zaurii and newer (IE 3.10) ROMs for others.
I urge you to read the sudoers man page (linked from home page) and edit your own sudoers file after install so you truly know what it is allowing.