All automatic watches will lose time somewhat (even the worst ones should only lose a few seconds every 24 hours). 

1.)  The most important thing to do is make sure your Rolex is cleaned regularly, as that can make a HUGE difference. Dust particles and other small farm animals stuck inside can change the way the watch runs.

2.) When you remove your watch at night, you should lay it in a position that assists in adjusting the time without the help of a specialist. If your Rolex is a little slow during the day, lay it flat, with the dial up as this position tends to gain a few seconds during the course of the night.
If your Rolex is running a few seconds fast, lay it in a vertical position with the crown down as this position will tend to lose a few seconds per night. This position tends to lose a few more seconds per night.

3.) You might also want to consider purchasing a watch winder.  A watch winder is a device which holds a watch and rotates it in a circular pattern to mimic the necessary parts of human motion to operate the self-winding mechanism.