Are you asking about doing rotoscoping in Premiere Pro? Its not really the right application for that. After Effects is.
Are you asking about how to get information out of Premiere Pro to do rotoscoping in another application? There's information here about getting information back and forth between After Effects and Premiere Pro.
Your question was a bit out of the blue, until I found your first post regarding Premiere CS5 missing the filmstrip export.
And, both answers you got pointed at Photshop's posibillity to handle video directly.
I am using CS3 (Production Premium), so I have to "shoot in the dark" a bit.
PS CS3 didn't handle interlaced video so well, and unless PS CS5 now know how to separate fields, I would suggest to take a look at this:
Now, that was for After Effects, but maybe Premiere CS5 now can do the same (sequence settings instead of the "old" project settings, and dropping the footage into the "make new sequence" (or something like that) icon).
But, in case you do rotoscoping a lot, get After Effects!.