We did this with our mutt mix. First teach them to lay down, all the way down. Then teach them to roll over. Then you have to 'interrupt ' the rollover part. We did it using a half adog bone right at her nose, while pointing and saying 'Psssww'/ She got it after about a dozen tries. But, then she is a smartypants.
You can teach your dog to play dead after shooting her with your fingers by first teaching her to lie down. Next, give her the command while pointing your fingers towards her and offer her a treat so that she can roll over to get it. Check out http://dogs.about.com/od/basiccommands/a/play_dead.htm for details.