It's a japanese beetle. Welcome to roses. You can knock them off every evening into a bucket/jar of soapy water like jim recommends and that does work very well, but if you want something stronger and non organic you can spray with sevin in the evenings (not powder, it kills bee hives and not during the day, as that kills active bees also) or use milky spore (Lowes and Home Depot carry it here) but that kills future eggs/beetles so it won't work this year. Or, be like me and do nothing. Some years are worse than others but I'm not harming the butterflies, frogs, skinks, or hummingbirds while trying to control a little leaf damage. When you don't kill one thing, everything lives and eats one another so it all works out for the best.

Last year I had the same problem, and it was rose weevils. I killed as many as I could, but they really ruined the bloom on any of the plants that they were on. They seemed to prefer certain rose bushes more than others. I am still waiting for my first rose blooms to open this year, so I will see how it goes. I could not find any way to get rid of them other than hand picking them - and in my opinion didn't work well since I didn't get any decent blooms out of the roses they were on all summer. The holes appeared like small prefectly round holes, with I think a darker edge, possibly from the rose bud wilting around the edge of the hole. Just so you know, the best way to get the weevils is to get a pail with soapy water and hold it under the weevil, as soon as you get close to it it will try to drop to the ground, but instead you catch it in the water and it drowns. There was a link on her last year, since I was asking the same thing!

i gave up on roses a long time ago .. 100 hybrid T's .. because of the chemical regimen needed for perfect plants ... like 4 to 5 sprayings over the course of the season ... of a multitude of products ... but jean is correct.. if you just a have a bush or two.. its a LITTLE COSMETIC DAMAGE.. and not worth the effort ... be amazed by the show.. rather than horrified with it ken

I have found that the rats will eat the new shoots of roses, but only the new ones. I have had some success with a repellent whose name, of course, I can't remember right now. It is a liquid that really works. It works on keeping squirrels from eating petunias too. Pretty useful info huh? They sell it at hardware stores and nurseries. Just look for a spray on repellent with lots of animals on the bottle.