Also note that simply resisting won't cancel the throw. At best, the person throwing will run out of ki. What normally happens, however, is you resist, he throws but only has a small amount of ki. He has some spare time due to you being thrown, however, so he'll charge up and be on his merry way (to roll you).
Honestly, just try not to get thrown. It's easily the most aggravating attack in the game.