Mercutio thinks that Romeo should go to the Capulet ball with them (the boys are all preparing to go there anyway) and dance:
Nay, gentle Romeo, we must have you dance.
Not I, believe me. You have dancing shoes
With nimble soles; I have a soul of lead
So stakes me to the ground I cannot move.
You are a lover. Borrow Cupid's wings
And soar with them above a common bound.
Dancing, Mercutio argues, will stop Romeo from being so miserable - he will be able to borrow Cupid's wings and soar, way above the level that most people (non-lovers) could. Mercutio then, when Romeo keeps arguing makes a non-specific suggestion:
If love be rough with you, be rough with love.
Prick love for pricking, and you beat love down.
How is one rough with love? What does this refer to? Does he mean be rough with Rosaline? Who knows. But Mercutio is certainly seeming to lose patience with Romeo and his permanent lovesickness.