Slitherine

Sorry i cant qualify where I got the information from but I read somwhere that Roman soldiers would march in formation towards their opponent with their shielsd all around them and the soldiers in the middle of the formation would hold their shields above to deflect arrows and spears and any other projectiles ? Is there much truth in that ?

Mostly in sieges I think:
http://en.wikipedia.org/wiki/Testudo_formation

Sieges, generally. I can't recall off-hand the testudo being mentioned in any battle accounts and the depiction on Trajan's column is clearly a siege. The Romans weren't the only nation to do so of course, Caesar mentions the Gauls using a testudo formation during a siege (though by description, not by name) and I suspect it's quite likely any formation with large enough shields may have done so on occasion.