"Roger" means "I have received all of the last transmission" in both military and civilian aviation radio communications. This usage comes from the initial R of received: R was called Roger in the radio alphabets or spelling alphabets in use by the military at the time of the invention of the radio, such as the Joint Army/Navy Phonetic Alphabet and RAF phonetic alphabet. It is also often shortened in writing to "rgr". The word Romeo is used for "R", rather than "Roger" in the modern international NATO phonetic alphabet. http://en.wikipedia.org/wiki/Roger
"Roger" was "phonetic" for "R" (received and understood". In radio communication, a "spelling alphabet" (often mistakenly called a "phonetic alphabet) is used to avoid confusion between similarly sounding letters. In the previously used US spelling alphabet, R was Roger, which in radio voice procedure means "Received". While in the current spelling alphabet (NATO), R is now Romeo, Roger has remained the response meaning "received" in radio voice procedure. In the US military, it is common to reply to another's assertion with "Roger that", meaning: "I agree".
www.guardian.co.uk/notesandqueries/query/0,,-189587,00.html In the previously used US spelling alphabet, R was Roger, which in radio voice procedure means "Received". ... In the RAF, the expression "Roger Willco" (" received, will cooperate") was used to acknowledge a request ... The rest was history.