Question
i have found brown worms under leaves on my roses

Answer

one of my roses   yep yep brown little worms
some sort of caterpillar to be

1. make sure you are not feeding the roses anything with high nitrogen. That causes rapid growth which makes the roses food for the caterpillars.
try using organic rose fertilizers which are better.
mean while you can
1. spray with Bt
  which will stop them from chewing
2. spray leaves with a good organic liquid rose fertilizer
3. use compost? Make some compost tea and spray the leaves.
4. buy a  red rad sticky trap which attracts and captures them.

let me know if this helps

andy
check out my organic roses dept for more info

http://www.invisiblegardener.com/gardening_center/organic_roses.html