Originally Posted by Saturn

OK,

Put this in a script (using leafpad for example, but not notes) called myscript.sh in the folder /home/user/

Make it execulable: chmod 755 /home/user/myscript.sh

Code:

#!/bin/sh

# gain superuser rights.

if [ `id -u` != 0 ] ; then
    exec sudo gainroot <<EOF
exec sh $0 $*
EOF
	exit $?
fi   

# put your code below

rmmod wl12xx; 
rmmod mac80211; 
rmmod cfg80211; 
insmod /home/user/MyDocs/neo/compat.ko; 
insmod /home/user/MyDocs/neo/rfkill_backport.ko; 
insmod /home/user/MyDocs/neo/cfg80211.ko; 
insmod /home/user/MyDocs/neo/mac80211.ko; 
insmod /home/user/MyDocs/neo/wl1251.ko; 
insmod /home/user/MyDocs/neo/wl1251_spi.ko;

exit;

execute it as user by simply in an xterm:
/home/user/myscript.sh

If it does what you need then in your desktop file replace the exec line with:
Exec=/home/user/myscript.sh