HinaS, try making sure that your frying pan is heated before you put the roti on it... I used to cook in frying pan also. Another thing if you have a gas cylinder you can puff up rotis on the stove instead of cooking the whole thing on the frying pan.
For the ones who have problems using whole wheat one thing I found helpful was adding a little bit of maida. I played around with it, the maida gives it a nice elastic easy to roll feeling.