Yes, there is a special type of roller - a split foam roller which is supposed to roll around the texture and paint all sides of it. I got a low-quality one at Fred Meyer; I later saw a better one by Wooster for cheaper at either Home Depot or Lowes. I can't find it on their websites (typical) but I know I saw it in the store.

I used a high-quality 3/4" nap wool roller for my last coat. I liked this better than the foam and wished I'd used it all the way through. However, I was doing acoustic tile; your mileage may vary on a popcorn ceiling. See my other post on this subject here: http://ths.gardenweb.com/forums/load/paint/msg0210400021419.html?4.

Drape EVERYTHING! It's messssssssy. Even though I thought I was careful I ended up with roller spray on my bathroom fixtures.

The link below gives some advice on how to roll it and cut it in (after instead of before).

Here is a link that might be useful: Natural Handyman textured ceiling painting advice