You can spray the leaves of your roses with a commercial grade pest killer/repellent. Or you can use a mixture of water, cayenne pepper, and dish soap. To prevent future attacks, sprinkle epsom salt at the base of the plants.
For preventive measures, use a systemic fertilizer for roses and allow 3-4 weeks for results. For immediate results, spray the infested area with insecticidal soap.
Using a good insecticide spray in the evenings will help get rid of beetles on roses. Spray the leaves only, or use a soil based insecticide that will soak into the plants.