Thank you for the question.  The damage could be from roseslug sawfly larvae.  These larvae feed on rose leaves, "skeletonizing" them and eventually turning the brown and curl.  The least toxic action you can take it to regularly scout and examine your roses, pick the larvae off and dump into a pot of soapy water.  They are a spring and early summer pest that are generally low in numbers so rarely cause extensive damage.  Read more about them here:

http://www.extension.umn.edu/garden/insects/find/sawflies/  Scroll down to section on roseslug sawfly

Thank you for contacting Extension.