Ladybugs are worth their weight in gold to farmers and gardeners because they have voracious appetites for aphids and other pests. Some people go out of their way to attract them (there are even little ladybug houses you can buy) - so some might consider you lucky!
Adult ladybugs can live for about a year (contrary to a common myth, the spots have nothing to do with their age - different species have different numbers/patterns of spots). In the Fall, they congregate together in large numbers and hibernate in hollow logs or under loose pieces of tree bark. It's also very common for them to make their way into houses as they seek a warm place to spend the Winter.
I would plug up any cracks around your windows and doors, so that ladybugs and other unwanted six-legged visitors can't get in. If you keep tossing them outside, they will repay you for your kindness by keeping your roses aphid-free.