I don't think you need to worry about the role provider.
Are you having any problem where the roles are not available after the user signs in?
The Roles Cookie is set using a custom forms authentication ticket simply as a means to encrypt it the same as the actual authentication cookie.
If the user is authenticated I "think" the role provider will create this cookie for you automatically. But if roles don't seem to work using your custom authentication then you can copy the role cookie code from the role provider and use it in your custom authentication.
Hope it helps,