Cucumber Beetle - they only eat the rose stamens. Annoying things. It will damage the foliage of Cucurbits in your garden, but won't likely bother the roses except for the stamens.

Looks like a Spotted Cucumber Beetle...
I have little knowledge on their habits though.

I have known the SCB to nibble on petals, but not a big deal. They are hard to catch!

I get these every year too. I do notice some damage but it never seems to be that much so I ignore them.

Okay, so they aren't a problem for me then. Thanks everyone!

I have wondered about these so did a little search. From Wikipedia:

In the adult form, it eats and damages leaves of many crops, including cucumbers, soybeans, cotton, beans, and many others. In the larval form, which is known as the southern corn rootworm, it tunnels through the roots of young plants, stunting or killing them. These native pests have a wide range of host plants, but will readily infest a field of crop plants, most notoriously corn.