Most times I see un-covered rough spots left by rollers, they are caused by not using a cover with a long enough nap. The nap is the fuzzy part of the roller. The naps available in most DIY store I have seen are of the 1/4" to 3/8" variety.

We do not use anything shorter than 1/2" in our company. We can do this because we are careful to not leave an uneven amount of texture on the wall. For tips on this, check out Karl's section in the Interior Painting / Rolling walls section of this website. It's possible you don't have enough paint on the rough patches. Try sanding the areas and then repainting.