sleeping on stomach.....dangerous???

My 4 & 1/2 month old just learned how to roll over from his back to his stomach. He doesn't know how to go from his stomach to his back yet. I recently woke up in the middle of the night & seen him on his stomach so I tried putting him on his back again & he went right back on his stomach....twice. My doctor has told me in a previous appointment that it was dangerous for him to be sleeping on his stomach even with supervision due to the fact he could suffocate. That was when he was about 2 months old. My question is, would it still be dangerous for him to sleep on his stomach now when he puts his self that way? I've thought about putting a pillow or blanket behind his back while he's sleeping on his side for support & to keep him from rolling over, but my doctor has also said to not put anything in his crib....I'm at a loss right now. What exactly do I need to do about this? (If I need to do anything...?) I'm a FTM so please take it easy on me. Just looking for some friendly advice. Thanks!