If you are ok with Roller's URL structure for new blog entries that will be written after the migration, I recommend you to set up a redirecting filter such as Apache + mod_rewrite, and redirect all of requests to older weblog entries to Roller's URL structure. For example, With this redirecting filter, the request to your existing entry
http://www.example.com/blog/2015/03/how_to_change_the_url_structure
Will be redirected to Roller's URL scheme:
http://www.example.com/blog/username/entry/2015_03_how_to_change_the_url_structure
You can set "anchor" of your weblog entry (for this example, the anchor is "2015_03_how_to_change_the_url_structure") in the time of migration as you like. Roller stores its weblog entries in a database table named "weblogentry" and stores the anchor in a column which named "anchor".