What I did to learn was set the rollers up in a hallway, so I could elbow off of walls on both sides. After a few sessions, I was able to ride for a half hour with very infrequent touches of the walls. I then moved the rollers to their home in the basement. I use the treadmill for support when mounting or brief breaks.
Keep at it and you'll soon enough be able to ride no-handed or one-legged (very good for smoothing out the pedal stroke). I haven't quite gotten the combined no-handed-one-legged thing yet.
Sessions range from half hour recovery rides up to 3 hour base mile sessions. I'll usually pop in a movie and spin away. Periodic short breaks are nice (a few seconds to wipe the face with a towel, followed by a quick "butt break", getting up to change movies, refilling a water bottle). Also, it's easy enough to learn how to stand on rollers, for a quick "butt break".
I'll do winter base miles on the rollers, one-legged drills and high cadence drills, tempo rides and longer "cruise intervals". The only thing I don't do on the rollers are the high intensity anerobic intervals (Friel zone 5).
As stated before, fans are essential.