Roses being eaten alive.

I am a novice gardener so please be gentle with me.  I have recently planted 5 beautiful roses in my garden and they are being systematically eaten alive by a small brown fly with wings.  The flies burrow deep into the blooms and kill the roses within a couple of days of blooming.  They are also eating away at the leaves.  I have sprayed the leaves and the blooms twice to no avail - I used a product called Bug-Clear.  These critters are numerous and relentless and I am losing the battle.  Some advice would be very welcome.