Mine are bad about rolling up, too. I don't even bother trying to wear them like shirts anymore. Firstly, one layer is NOT enough compression for me--I'm rather "well-endowed"--so I fold it up and pin it for double pressure. Second, there's the whole rolling-up hip-and-waist-accentuating thing. I've got a fat ass, and the binder does nothing but make it worse when I try to wear it tucked into my pants or pulled down around my hips. The best compression I get is wearing my larger binder folded up and pinned with the smaller one on top tucked into the boxers--although, unfortunately, this method makes it so I can't breathe and leaves my ribs aching for days.
Woe is me. *sigh*