So how big a sail? Lots of shingle roofs get things tacked on to them by drilling a hole, laying a bead of caulk and attaching, and that may work (just ask a satellite dish installer). Is your roof joists or trusses? A better way is to install a short mast with a proper roof flashing slipped under the shingles. That would get your sail off of the roof. Of course the mast would need to be well attached to whatever below.