ROX (5-Carboxy-Rhodamin-X) is a fluorescent dye which some qPCR cyclers use as a passive reference.
ROX is added to each reaction and then the ROX-signals of each sample (well) are being mathematically normalised. With this method well-to-well differences in fluorescence resulting from unprecise pipetting or material inconsistencies can be ruled out. This is basically a good approach and we thus recommend to use the ROX option if available. It is important to then use a master mix with the ROX concentration required by the cycler. However, no need to worry if your qPCR cycler does not work with ROX. ROX is nice to have, but not a must. A thoroughly established and validated assay works well without ROX.
Please see here for a list of cyclers which need ROX.