I had this problem with our first son and now with our 3 month old. Our eldest started rolling at about 4 months, and I was suddenly having to get up 10 times a night to roll him back over. Baby's R Us has this positioning wedge that you lay your child into. It keeps them from rolling themselves over in their sleep. It sure saved me a lot of sleepless nights. My 3 month old started rolling himself over at 2 months, which was a surprise and a bit frustrating, and the wedge is working for him as well. Using blankets and things rolled up were out of the question because he moves around so much I was afraid he would suffocate. But the wedge keeps them in place very well, and he actually seems to sleep better because he feels snuggled in.
Here are some examples of what I am talking about.
http://www.toysrus.com/product/index.jsp?productId=2308665
http://www.toysrus.com/product/index.jsp?productId=2341851
Take care and good luck with your LO
T