2. In America, people tend not to smoke joints using tobacco, and what is called a roach in England is termed a filter in America. The roach is the end of the joint which cannot be smoked without a roach clip, because the smoker's fingers would be burnt. The roach contains the most resin and is stronger than the rest of the joint because THC smoke has passed through and settled on it with each inhalation. A roach is often saved and smoked in a joint made from other roaches, which is much stronger than a normal joint.
2. "Save the roach, we can smoke it with some others later on"
Tip for the day: A roach will never return the favor. Stay away from roaches to avoid an infestation of other fellow roaches.