Here's some advice coming from someone who's prints were rejected twice before succeeding!
Yes they MUST be rolled where it asks to be rolled. The lower ones I believe are the only ones just pressed. The person taking your prints should have known this, I would not go back there.
Do not just print the fingerprint form out and use it. Use it for instructional purposes for the person taking your prints, but not the prints themselves. Hard stock is better. Allison is right. My two prints were rejected on printed out paper, even stockier paper. I had actual cardstock that the crime lab I went to uses and got accepted.
Another helpful hint is to send the FBI 3 prints in the same envelope so they can run the three and your chances of success are higher. You may also want them to print or write a letter saying these are the best attainable prints.
It may seem like a lot of work, but if it weren't for the 2 rejections, I would be a landed PR by now instead of just mailing my application. Good luck!