First and foremost, face your fears and use a cognitive behaviourial therapist is what you need.
There are 1000s upon 1000s of people who will offer ways to get over a phobia that DOESN'T involve confronting your fears and NONE OF THEM WORK. But of course people with phobia will try just about anything except facing the fear. But a good cognitive behavioural therapist will ease you into it, make a safe place for you to confront the fear and after the first session you will feel a lot better.
I also have a theory when it comes to these type of phobias. I believe it's more disgust than fear. Feeling disgusted is a poweful emotion and most people can remember a key event when something occurred with the target of their phobia that truly disgusted them. So the fear isn't of the creature, it's of feeling that disgusted again.
If you don't see a therapist, or can't afford one, the best way to got over it is to do the 1-10 method. Get someone to get a roach in a jar, alive or dead, whichever you can deal with easier. Put it on the other side of a room from you. Now assess how anxious you feel on a scale of 1-10. Say it's 6. Just sit there, do some deep breathing ( breath in for a count of 5, hold for a count of 5, then out for a count of 5).
After a while your anxiety level will drop down to about 1-2. When you feel ok again, move as close as you can until your anxiety is back up around 6-7. Again, breath. Relax. Keep telling yourself that it can't actually hurt you, it's just gross and that's fine. It helps to have someone there to support you, tell you you're doing well, keeping you calm.
Keeping doing these sessions and eventually you'll be able to pick up the jar containing the roach. You might even go as far as to get the roach out of the jar and onto your hand (apologies if this is making you uncomfortable reading this).
You just know that you can do it. Don't back out, you won't die, and you won't pass out.
Good luck.