Roshan is like the boss creep in DotA. He hold an item that let you revive once if died. It's easy to kill Roshan as long as you have enough items and spells.
Aegis of the Immortal gives you chance to revive again if you died but this item can be only use once. To get more, kill Roshan again which he will respawn after 10-15 minutes more or less since the last Roshan was killed.