It sounds like you have aphids and that the ants are probably putting them there, as some kind of ants actually raise aphids like we raise cattle. The aphids can be managed by insectcidal soap or a mild insecticiede like pyrethrin- both available at Home depot or Lowes. Get rid of the ants too using an ant killer. the holes are not caused by the aphids or the ants, you may have to visit your roses at night to see what is chewing on them. Good luck!