That's a tough one - one person's 'rough' is another person's playful.
I have friends who are into S&M and 'rough' for them is welts and not being able to sit down for a week. For me 'rough' is little hair pulling and a playful pop on the backside.
If he wants rough sex you have to ask him exactly what he means - does he want you to bite and scratch or does he just want to be rough with you? And, just as important, what do you want? Do you want to be penetrated roughly? Or held down while you have sex? Don't do anything you don't want to.
In summary: You and he have to decide together what rough sex actually means. It good to try new stuff but if you don't like it don't feel obliged to keep doing it.