I ran Mendel short distances on my roller blades because I'm fairly stable on them and was able to teach him how things worked without investing in a lot of equipment. I am also confident in my braking ability on roller places so I could make sure he didn't get hit from behind while he was learning.
PLEASE don't make runnig on concrete a regular practice with your dog!! It's simply TOO hard on their joints. Concrete is not a surface a dog should be run on regularly or for long distances.