Proper Technique for Rolling Sugar Cookies
There's a lot of things that can throw off baking recipes --


Regional variations in flour hardness.  'All purpose' flour from the US South tends to be softer than brands from other areas.
The humidity and temperature.
Altitude (affects the boiling point of water, which will require adjusting baking times and possibly leavening agents)
How you measure your flour -- I'm lazy and use scoop &amp; sweep -- my mom, however, would use spoon and sweep.
Size of your eggs.  Most recipes in the US assume 'Large' eggs unless otherwise specified.
Type of salt used.  Most recipes in the US assume table salt unless otherwise specified.
How you mix the dough, and how long you mix it.
How long you rest the dough before rolling out.


In your case, for rolled doughs:


temperature of the dough. (you want it chilled, but not so cold that it crumbles)
work surface / rolling pin material (specific to your problem, will affect how much things stick, and how they retain/transfer heat)


You might also want to see Baking 911 : Cookies Problems and Baking 911 : Rolled Cookies