Family Tenthredinidae - Common Sawflies
Sawflies are so named because of their sawlike ovipositor which cuts into plant tissues to deposit eggs. They are NOT flies.
This one is named after its larvae. See the blog by Eric Eaton.
http://bugeric.blogspot.com/2011/06/wasp-wednesday-bristly-rose-slug.html
All images © Kim Moore (contact for use)