Originally Posted by Homer Sparrow

You may have been looking at a large rose sawfly. The behaviour you saw may have been egg-laying. If so, the larvae, when they hatch, resemble caterpillars.

Here's the adult:

http://www.galerie-insecte.org/galer...agana_800_.jpg


I have a pesticide-free policy in my garden, but I know that this isn't for everyone. Treat the larvae as any other caterpillar if you want to avoid damage to the foliage.