I don't have a lot of information to go on here, but generally when I hear about "sap" I think aphids. Aphids are small, sucking pests that suck plant juices, especially on new growth and they love roses. Aphids are about the size of a grain of pepper and are gray, white, or black. Look closely at the undersides of the leaves and stems. They produce shiny sap as excrement on the plant as they feed. If you see aphids on your plants, spray them with an insecticidal soap. You can buy insecticidal soap at Lowes, Wal-Mart, Home Depot or independent garden centers. Follow label directions.