Back away from the computer. Fueled by Google, your mind can travel down all sorts of frightening pathways if your baby is not hitting his milestone markers. But the truth is that "normal" has very broad parameters in these early weeks of a baby's life. A month's delay in rolling over may be excruciating to you, but he is probably just fine.
Stop comparing your baby to others. There is no indication that minor variations in the achievement of milestones have any relationship to later abilities or disabilities. So just because your little achiever rolls over sooner than your friend's baby doesn't mean you should start pursuing those athletic scholarships quite yet.
Seek help in extreme cases. A mild delay in one area of development is generally not a cause for concern, but if it's coupled with other delays -- for example, if both smiling and neck control are not coming along as quickly as you think they should -- talk to your doctor. Also, alert your pediatrician when there is a lag of more than a few months in any area of development.
Relax! The richest food for your baby's brain is you, and the more comforting and joyous his interactions with his mom and dad are, the better off he'll be.