It's a Trap

I keep seeing people at the gym performing the old shrug incorrectly. Lucky for me I was informed of this easy mistake to make early in the game. You'll see it too if you aren't already doing it wrong.
Rolling your shoulders is not the correct way. Just up and down. There are so many websites that explain the reason for this http://www.exrx.net/Kinesiology/Errors.html but I can imagine the kind of damage you could cause once you start shrugging the big weights.
By the way the muscle is the trapezius, not the Delts or the Lats as I have ears them called before, don't be silly they are other muscles nearby, don't get caught in the trap!