Thought I would give a more complete answer.
If you would like to use Sitecore PowerShell Extensions to run custom scripts for events you can make use of the Events integration point.
There is an example out of the box that you can check out. You'll need to enable the module to make use of it.
There is also a configuration file distributed with many events disabled by default. Check out Cognifide.PowerShell.Events.config.disabled for an example of what to patch.
Below is an untested example patch.
SPE.Roles.config
<configuration xmlns:patch="http://www.sitecore.net/xmlconfig/">
<sitecore>
<events>
<event name="roles:usersAdded">
<handler type="Sitecore.SharedSource.PowerShell.ScriptedItemEventHandler, Sitecore.SharedSource" method="OnEvent" />
</event>
</events>
</sitecore>
</configuration>
<configuration xmlns:patch="http://www.sitecore.net/xmlconfig/">
<sitecore>
<events>
<event name="roles:usersAdded">
<handler type="Sitecore.SharedSource.PowerShell.ScriptedItemEventHandler, Sitecore.SharedSource" method="OnEvent" />
</event>
</events>
</sitecore>
</configuration>