Sadly the user can not modify the "Run" command at the moment.
It is on my todo list for a while now...
One solution (not the preferible one) is to run codeblocks as sudo
A other, better solution is to create a Tools menu item to run the executable:
Tools+ -> Configure tools->New
Name: Run as sudo
Command line:
sudo $(TARGET_OUTPUT_FILE)
this is not tested, but should work...