Rough endoplasmic reticulum contains ribosomes, while smooth endoplasmic reticulum does not contain ribosomes. The ribosomes are what give rough endoplasmic reticulum its characteristic "roughness."
Rough ER is called rough because it has ribosomes attached to its surface. The double membranes of smooth and rough ER form sacs called cisternae. Protein molecules are synthesized and collected in the cisternal space/lumen. When enough proteins have been synthesized, they collect and are pinched off in vesicles.