Sounds like Japanese beetle larvae. Here's a link; click on "grub" and it'll pull up a picture. No cause for panic (we almost all have a few), but the beetles can do a lot of damage to your plants, especially to roses, and the grubs eat grass roots. I understand there's a biological control -- milky spore -- that you can treat your yard with that will keep them under control for a long time.

Here is a link that might be useful: japanese beetle info

Wow, excellent call, that's them. Thank you!