You would have to remove all of the soil in the area, not just the roses. It could also be imported in with any potted plants that you might bring in.

Other than insecticides, a few people have tried mulching heavily around the plants with newspaper as a barrier method. The link below has more information. Good luck.

Here is a link that might be useful: I'v Had It!-Spraying Pesticides for Rose Midge

A very common recommendation to eliminate most pests and disease given is to dilegently clean up the garden so no "hiding" places are there for these pests to overwinter. However, that activity also removes the wintering habitat of the beneficial insects, the ones that eat the bad guys and gals. The first step in solving a pest, or disease, problem is to look closely at the soil and be sure that it is a good, healthy soil that will grow strong and healthy plants.
What kind of soil do you have?
How much organic matter is in that soil?
How well does that soil drain?
What does that soil smell like?
How many earthworms are present in each shovel full of that soil?
How workable is that soil?