Roly poly bugs are crustaceans, not insects.

 

Though they're often associated with insects and are referred to as "bugs," pillbugs actually belong to the subphylum Crustacea. They're much more closely related to shrimp and crayfish than to any kind of insect.  http://insects.about.com/od/isopods/a/10-facts-pillbugs.htm

The library even has books about Roly Poly bugs or Pill Bugs