Rolling with the bokken is similar in principle to rolling with the jo. Basically you roll down the lower hand (the left hand) so that the butt of the bokken doesn't hit the ground. Whilst rolling you must make sure that the bokken point is angled towards the right (around about horizontal) so the bokken point doesn't stick in the mat as you rise.
You can continue to hold the bokken with both hands if you wish, or alternatively release your right hand for a break fall. It is also possible to roll down the other side - but this is far more difficult as you must roll more over your shoulder (otherwise the bokken butt hits the ground and you find your hands cross over making it awkward).
Best thing is to practise from kneeling as you will have less force on the bokken if it hits the ground. Once you've done this standing is easy. I don't really know why rolling with a weapon is useful, though it is good to get rid of the distinction between holding and not holding something.
If you are really into ukemi try these two:
1. ukemi with 2 people holding hands (rolling off outside arms).
2. ukemi with 3 people holding hands; the middle person rolls without their arms - although they co-ordinate it with an outside member so they roll over the same shoulder (otherwise it is just a painfull back flip).
Hope this helps,