Slipping the first stitch will not keep stockinette from rolling. It will, however, make a very nice edge on a scarf or something else that doesn't get seamed.
Otherwise a garter or seed stitch edge is really necessary to prevent it.
The first stitch gets slipped as if to purl, and if the next stitch is a knit, bring the yarn around the side of the knitting rather than over the top to have it in back for knitting or up through the two stitches from back to front for purling.
Always knit the last stitch when you're doing this.
This is a picture of a seed stitch edge I did on a scarf where I slipped the first and knit the last.
Some people slip on everything, because they feel it makes seaming easier. I like to have the same number of edge stitches as rows when I seam. It's all a matter of personal preference and experience.