The first time the term flying saucer was used, to my knowledge was in the Mt. Ranier incident on June 24, 1947. The Roswell incident occured in the first week of July 1947. Not long after Hollywood jumped on the bandwagon.
whoa whoa, not so fast. neither the roswell sightings, nor the mt. ranier ufos were disc-shaped. the pilot who reported the ufos over mt. ranier did not say they were shaped like saucers, he said they "flew like a saucer would if you skipped it across the water."
he described them as crescent shaped, as were just about all other prominent ufo's of the era. prior to that were cigar-shaped, and after were the disks. recently, they are triangular. i think it's a more a symptom of "collective unconcious" or rather images working their way into our social context from the media than anything else (including and especially alien craft).