I am not sure what is eating holes in your rose bush's leafs, but I am having the same problem with some of my plants. It has been suggested I used Neem Oil or BT, so I am looking into that now. Just ordered a garden sprayer and plan to look for the BT and Neem Oil at Walmart and Lowes tomorrow. If I cannot find what I want at either place, I can order it through Amazon or Home Depot to pick up at the store. You might want to look into Neem Oil and BT. I know there are also sprays specifically made for roses.
Gosh you are brave growing roses! I love roses and would love to have tons of the, but I always heard they are very difficult to care for. Good luck and let us know what you find out!