This video shows pretty much what you need to know when rolling your walls.
Some things I will add:
-Look for any paint running, if you see some thick lines, run over it with your "dry roller" before you add more paint to the roller, to smooth the paint.
-Go from top to bottom of the wall in a good smooth line and run back over it with the "dry roller".
-Don't leave big spaces where you are cutting in or you'll see the different textures between the roller and paint brush.
-An extension pole is crucial. Most roller frames have a screw in slot on the bottom and most will fit a broom handle or mop handle. Unscrew your broom or mop handle and see if it will fit if you don't have a roller extension.
-Practice in a closet or room that doesn't get too much traffic so you'll be better before you get to the living rooms and such.