Illmatic ;
try putting the roach on the right hand side ( i find it easiest ), and once youve got the edge over ( before you roll it up to the sticky ) you can tighten it up by moving the back up (index finger) and pushing the top side forward and down. This is what i do when im rolling a huge one and it helps a lot.

As for burning slowly, you have to pack it. What i normally to i grab it by the roach and tap it on a hard surface, then pinch the top ( youll have some slack paper ) and flap it about ( get your roaches fitted properly first, otherwise itl fall out ). Then grab something ( clipper flint works best for me ) and poke it down until the top layer looks even. Finally twist the top and BITE the end off. This should help it burn slower and more evenly.