Add
\renewcommand{\theendnote}{\Roman{endnote}}
to your document preamble. Also, taking from cgnieder's comment,
\renewcommand\theendnote{\fnsymbol{endnote}}
should give you a symbol set for the endnotes rather than Roman numerals. There is a limited set though, as can be seen from a subsidiary definition of \@fnsymbol in latex.ltx:
\def\@fnsymbol#1{\ensuremath{\ifcase#1\or *\or \dagger\or \ddagger\or
\mathsection\or \mathparagraph\or \|\or **\or \dagger\dagger
\or \ddagger\ddagger \else\@ctrerr\fi}}
So, you'll receive the following output:
* -> *
\dagger -> †
\ddagger -> ‡
\mathsection -> §
\mathparagraph -> ¶
\| -> ||
** -> **
\dagger\dagger -> ††
\ddagger\ddagger -> ‡‡
- Error
\renewcommand\theendnote{\fnsymbol{endnote}}should do. Beware that only a limited set of symbols is provided and too large counter numbers can cause errors. – cgnieder Dec 30 '12 at 14:02