Mix first four ingredients. It will be greasy looking. Take a teaspoon or so in your hand and roll around one Rolo into balls. Bake at 350 degrees for 11 minutes. Let cool on pan a few minutes before putting on newspaper or wax paper to cool. Don't use wire rack to cool or caramel will fall out the bottoms of cookies.
**I recommend using AirBake cookie sheets. I've tried other pans and the cookies have burned very quickly and very bad!