Since you start the program by specifying its path, then try this to make a shell script:
1. Open gedit and paste the following:
2. Save the file as "start_lampp" (or whatever you like)
3. Right-click on the file; select the 'Permissions' tab and tick the check-boxes for 'execute' for Owner, Group & Others.
4. Next, I'm assuming you're trying to make a handy desktop or panel shortcut. Right-click on your desktop and select 'Create Launcher'
a. Select Type = Application
b. Name = Start lampp (or whatever you like)
c. Command = gksu /path/to/start_lampp
d. Comment = Start lampp application (or whatever you like)
e. Click the large icon button to choose a pleasing icon, or keep the default one.
f. Click 'OK' to save and close. You should now have a new icon on your desktop.
5. Click the new icon; you should be asked for your root password and then the lampp application should start normally.
Let me know if this works.