I've seen that jumbo size rollar from beauty supplies stores around NYC.
Its tricky keeping the rollar taught and using pins and it takes practice to perfect. I use the pale gray rollars. For me, I just make sure the rollar is being held very tight with my left hand and with my right, I slide a stainless steel clip along the side of the rollar so you feel it slipping in along your head/scalp. Then I switch sides and slip the other clip in the other side of the same rollar, again holding the rollar tight. If on releasing the rollar it feels loose, remove pins and pull the rollar down tighter to the head. Sorry if this sounds a bit confusing
It helps if you have parted the hair properly so that the rest of your hair is clearly away from the rollar you are securing so you have room to slide the pins in neatly and securely.
Amillion has a very good thread on rollar setting hair which was the best thing to help me apply rollars better. Also, whenever at a Dominican salon, I watch them closely to understand the basic principles of rollar setting. For me, I learn alot from just watching them too, then I go home and just practise