This is such a fun expression! "Roger that" and "copy that" have the same meaning. They generally mean "I understand what you just conveyed to me" or "I understand what you said". Both of these phrases are typically used over radio transmutations, such as for the military or aircraft. However, you can also use these expressions if you want to imitate the feeling of these standardized organizations (i.e. the military or airfare). For example: If my friend has given me a long list of things she wants me to do I may reply "Roger that". She will probably understand the humor in this. I would only use this phrase in this way with people you are close friends with though. :]

- Alpha one we've got some hostiles in that area. Charlie Hotel five nine. How copy? - Copy that Delta, we're on the way. - Roger. Out.

"Roger that" is usually used in radio transmissions such as military communications, meaning "I understand" or "I hear you." Synonymous with "I copy that.

Radio broadcast code. Roger that = message received I copy that = I have heard/understood your message. Both of them have similar meaning.