You must have the soft popcorn that flakes off. The best way to paint is to spray. You can roller with a special foam roller, but it will flake off.
Far and away the best solution is to remove the stuff, and I tell you how on my website at www.bobf.info. It is difficult to paint, as you are learning, and impossible to clean. The only advantage to it is that it is cheap for the builder to apply. Get rid of it!