Hi Dieanha! The little green bugs you are referring to are aphids. They are attracted to the new growth and buds of plants, usually because this is where the highest nitrogen level is in the plant. For the longer term, I would use some fish emulsion or seaweed on your roses to help stabilize the nitrogen levels and then they won't be as inviting to those little critters.
Immunox is put out by a company call Spectracide, and contains the toxic chemicals myclobutanil, and permethrin. These chemicals (even their label says so) are toxic to humans and animals - and every other living thing on earth! What you are doing when spraying with this is not only killing all the bad things you don't want on your roses, but also all the good things that help them as well, so they are left with no defense at all themselves.
Here on the Garden Forum, we don't encourage chemical use, and prefer to use organic methods in our gardening. To initially get a large amount of aphids off of your roses, I would give them a really good spray from above and under with the hose and wash off as many as you can. Then, Opa is right in suggesting that you would be better using a spray of Neem oil, mixed as directed on the container, once a week.
I would also suggest, if you would like to pursue a more organic way of gardening, that you read a few of the posts in the two rose forums and the organic forum, and they will give you plenty of information for growing without chemicals!
I hope this has helped, and feel free to stop in any time if you have further questions or just want to chat!!
Val