Yes, finally... You can pick Roll in a fighting game! Heh, well, she's a secret character. To pick her, put the cursor on Zangief and do the following:
Left, left, down, down, right, right, down, down, left, left, up, right, up, up, right, right.
You should land on a new box next to Rockman, pick it! You have to pick Roll as the first character or else you can't... So just enter the combination for Roll then pick your other desired character. (I usually pick Rockman.) Her normal colors are red and black; her alternate colors are gray and black.

Attacks:
Deadly Bouqet - This move is great for one such as Roll. It arches just enough to hit anyone in the air and is handy, perfect for combos. Too bad her recovery time is real bad...
Roll Buster - A slower, non-chargable version of Rockman's Mega-Buster, don't get in fire-ball fights with this. Why? Because unlike Rock, it isn't her "Hard Punch."
Change Weapon - Changes weapon from Leaf Shield, Rock Ball, or Tornado Hold, just like Rockman. The downside of this is that if you're fighting another Rockman or Roll, they can pick up the power-up before you, and vice-versa.

Supers:
Hyper Roll - A slower, less powerful version of Hyper Megaman. Unlike Rock's Hyper Rockman, if you get someone in a corner with this the big beam can connect. This is only really useful if you hit your opponent while transforming, or if they're very large, because the lightning does the most damage.
Rush Drill - A less powerful version of Rockman's Rush Drill. Doesn't do much damage, but it's helluva annoying.
Beat Plane - The same as Rockman's; don't bother with it. Use Rush Drill or Hyper Roll instead.

Other:
Roll is SMALL. So small, in fact, that some attacks by the larger people will go right over her head! She's a good choice if you're fighting Onslaught, because his beam goes over her. (What a moron! ;P) She has a very slow fall, and the air is where you should spend most of your time with her. Unlike Rockman, she's slow, and weak. Luckily, most of her attacks are the same as his, so if you memorize Roll's moves you'll be good to go with Rockman (who, by the way, is the third cheapest character in the game. Can we say... keep-away?)

Good Partners:
You can make a good team out of just about anyone in MvC, it being a button-masher and all. Find a character you like (besides Roll~) and get to learn their attack patterns. Or, if you're lazy, here's my recommendations.

Hulk/Zangief - They're SO BIG and slow and strong the opponent has to adjust their fighting style when Roll switches, so much, in fact, that they're easy prey for a few precious seconds. Plus Hulk, if used properly, can be an incredibly cheap character.
Rockman - Not only is this the obvious choice, them being not only from the same series but brother and sister, but you can never go wrong with Rockman. His Rock Buster attack can be performed with the Hard Punch button and it can do quite a bit of damage, plus it can be charged. As if that wasn't bad enough, he's the second-shortest character in the game and his supers will rock your world (pun intended.) Besides which, he's so adorable he'll give you cavities.
Shadow Lady - Oh Shadow Lady, mistress of cheapness, ousted only by Jinn...

Strategies:
Her best attacks are Deadly Bouqet, and Rush Drill. You can get good combos using them. First, use your third partner, and while the opponent blocks their attack quickly use Tornado Hold. Use it again and quickly turn into Rush Drill. Now put the pedal to the metal! When Roll turns back use your third partner again while she changes. Also, against some of the smaller characters (small as in normal height, i.e., Morrigan) use Roll's roundhouse kick (fierce kick) and jump up and start hitting punches. It's a 2-4 hit air combo! I once got a 7 hit doing it.

Misc:
Well, in the sound test of the options, if you want to hear Roll's theme, it's number 17... Which is, surprisngly, before Rock's. You'd think they'd put them next to each other or something.

Speaking of her theme, Kaze yo Tsutaete is a love song (as if we didn't see this coming), despite the fact that this is a fighting game. The funny thing is, in all the pictures of Roll she's very small (she's shorter than Rock, and his official height is 4' 4") and resembles a rather young girl...

To fight Roll, you must completely use all helper (3rd character) attacks for at least four rounds, finish at least five opponents with Super Moves, and two of the above must be Duo Team Attacks (two-on-one)...