"Some pest" is pretty vague. The whole principal of Integrated Pest Management is to use the least toxic substance for the targeted problem. So, first you have to determine what your problem is. YOu have to identify what is bothering your roses. Are these large holes out of the buds, or maybe just tiny green bugs? Look out for nocturnal pests too. Once you've identified what the pest might be, then probably the first line option is hand picking them off of there. For something like aphids, a sharp blast of water with the hose works great. For long term, concentrate on interplanting your roses with plants that attract beneficial insects that will be predators to the bad bugs.

Finally, don't sweat the small stuff. A couple of holes in buds early in the season isn't a big deal in the long term scheme of things.