It stands for Luxating Patella (SP?) It means the leg joints come out or pop out of their sockets when moved to the side. A stage one is minor and as the stages progress (if they do) it becomes necessary to have surgery. Some yorkies stay in the early stage, some don't. I am surely not an expert so I would make an appointment with your vet to discuss what stage Roxie may be in. It's a problem Yorkies are prone to. Be careful to not let her fall or jump too much if at all possible. Many yorkies live a full life after having been diagnosed with LP. Hang in there MJ and let us know what your vet recommends. My prayers are with you.
Jackie & my 
Sophie 