Indeed an Army was send by the romans at it in the early Empire. They were guided by a Nabataian (I can't come up with the name atm), but they still couldn't handle the dessert. Many men died before even being close to it. No surprise the campaign failed miserably. The romans blamed their nabataian guide for it. (Now I don't think he's to really blame though, as the army had had nabataian reinforcements. So it seems unlikely to me he did it on purpose.)