'Roger' is the designated word for the letter 'R', as in 'Received', so the original phrase, which started during the Second World War was 'Roger Wilco' (you find yourself putting on a Biggles accent if you say it out loud!) which stands for 'Received - will comply'. The radio letter - word connection is used so that bad transmission does not result in misunderstood messages - each word is uncommon enough to avoid misinterperetation, even over a crackly radio receiver.