I think I've solved it!
A lovely bloke on aus.gardens suggested smearing petroleum jelly (vaseline) around the stems of my roses to stop the ants from carting aphids up to the tender growing shoots. I tried this, but sadly it didn't work. I had a brane phart and tried with Vicks Vaporub and guess what? No aphids! It must be the smell that's done the trick! Wow!
Now, I wonder if I can come up with a cure for the common cold...