I have seen Rollins do his act many, many times. Always incredibly funny. And I have all of his CDs. Hoestly, none of his CDs do his act justice - he's much funnier in person, partially because a lot of the things he does depends on physical humor - the faces he makes, the way he acts out the things he's tlaking about, etc. My best suggestion is to check out the 2 DVD set that was recently released. Its still not as good as seeing him in person, but its got a lot of good stuff on it. You can get the DVD set from his website at:
or you can find them available at some online places.