The white insects you notice on your roses may be the larvae of the flatheaded borer (Chrysobothris spp), a destructive pest of many different rose species. The larvae of this borer are distinguished by their white color and noticeably large heads. The adult beetles cause little damage to roses, but the larvae are very destructive, particularly if the rose was already in poor health prior to the infestation.
Like the flatheaded borer, the larvae of raspberry horntail, a wasp-like insect, can damage rose bushes. Before they pupate, raspberry horntails appear as segmented white worms up to one inch long. Feeding damage causes the tips of canes to wilt and die off in the spring. Adult wasps will typically lay eggs on the same roses, so regularly inspect roses for new raspberry horntail larvae.
The most effective way to protect your roses from damage by these insects is to prevent their infesting your roses in the first place. Roses in poor health are always more susceptible to insect damage than are healthy ones, so preventative steps begin with a proper fertilization and watering schedule. Selecting an insect-resistant rose cultivar and an optimal planting site can also go a long way in preventing insect problems. Effective pruning to allow good air circulation and sunlight exposure also helps.
In general, many experts do not recommend use of chemical pesticides to control and insect infestation on rose plants. Since natural control methods are effective at limiting insect damage, it simply is not worth the risk to use environmentally damaging pesticides that may not work as well. If necessity does warrant the use of an insecticide, use only ones that are approved for outdoor use on roses to control the particular species that is attacking your roses.