Yep, the front roller/cylinder should be a little bit in front of the front hub.
Yes, rollers take some time to get used to. I rode them a few times and was completely convinced I had terrible balance and would never get them. After a handful of short rides I suddenly got them and was able to do 15 minutes at a time. Now I can go for an hour and not have any problems. I've only fallen off once...which was the result of an overtime goal in a hockey game that required me to celebrate.
Do a bunch of short rides on them at first and line them up against a wall so you can put your hand out if you are losing balance. Keep your rpms really high, as I'm sure you've notice, and when you think you might fall off DO NOT stop pedaling and freak out - pedal harder and think about making circles with your feet. You have to override your mind when you are starting to wobble and not get worried but pedal harder and more fluidly.
With snow and cold weather I'm really happy to have rollers. Watching a movie or some t.v. is a good thing to do while on them, and I don't even feeling guilty watching since I'm exercising!
Good luck.