I hated Rolo at the start of the season but I am actually liking him more and more as the show goes on. He's the only character who doesn't pussyfoot around and actually has the balls to get things done. He even offered to kill Suzaku right away, which is something Lelouche should have done a long time ago.
The incident with Shirley was unfortunate, but Rolo did the right thing. He acted quickly to eliminate any threat to their plans, which is what any good soldier or brother would do.