I have copyed the 'su' command to /system in adb. but i cannot run the 'su', 'su' says: Permission denied.
I'm not sure what device you are using, but z4root will allow you to root Droid X (as well as Droid I believe). It should provide temporary and permanent root access. As always, you use this at your own risk.
Install the Superuser app from the Market and reboot. Then try running su from adb with your device connected to your computer -- Superuser should pop up a notification on the phone asking if you want to allow it to run. Then you can use it. Note your phone must be rooted.