How do I execute a bash script that requires root privileges?
Take the script that you created:

#!/bin/bash

echo "plugin L2TP.ppp"&gt;&gt;/etc/ppp/options 
echo "l2tpnoipsec"&gt;&gt;/etc/ppp/options


Save it in your home directory, or a 'scripts' directory inside your home directory, as l2tp.sh. Allow it to be executed(write this command in Terminal):

chmod 700 ~/path/to/l2tp.sh


To execute the file using sudo (root privileges):

Method #1. In Terminal type:

$ sudo ~/path/to/l2tp.sh


Method #2. Create a file run_l2tp.command with this contents:

sudo ~/path/to/l2tp.sh


Allow it to be executed:

chmod u+x run_l2tp.command


When you double-click run_l2tp.command and enter the password the l2tp.sh file will be executed with root privileges.

Some notes:


On UNIX like systems, ~ is short for "my home directory".
Chmod 700 will make the file executable only by you. For more information: see this Wikipedia page.
typing 'sudo' before a command will execute the program using root privileges. Be careful when doing this, bad things can happen if you're not sure what you're doing.
Obviously you can omit the /path/to if you saved this script directly in your home directory.