Does anyone know what Rory says to the Roman soldier in his first appearance in the Pandorica Opens episode of Doctor Who?
I assume you mean the scene where Rory volunteers to accompany River back to the Pandorica. It's extremely hard to hear, but he says:
Rory: I'll take my men. We can come unannounced. We'll help as much as...
The closed captioning matches this dialog, except it ends with "as much as possible". I watched several times and I don't believe the last word is audible, but I assume it was in the script the CC was dictated from.
If you're talking about the scene I think you do, then I don't think there's any specific or audible talk.
Considering the commander's lines right before and after Rory talking to him it's pretty obvious that he somehow volunteered to check the story of "fake Cleo":
Commander: One moment.
Commander: Well, it seems you have a volunteer.
Considering Rory obviously didn't meet River earlier, I always assumed he arrived with the commander and therefore might have been some higher up (either indeed centurio or possible even more) and be trusted by the commander (given the fact he just okays him volunteering without asking further questions).
Later on Rory tells the Doctor about the other Romans at Stonehenge:
Rory: Fifty men up top, volunteers. What about that thing?
So I assume he obviously offered to go there, together with his centuria. Considering a centuria typically had around 80 people (despite the name's origin) those might indeed all have been volunteers (so it's not just considered they volunteer just because their commanding officer says so).