Although the structure in the photo looks very much like a green rose, roses do not grow on willows. And while Suzan never found the insect, we believe this to be a gall caused by Rhabdophaga rosaria, the European rosette willow gall midge. Galls are abnormal growths found on plants that can be caused by parasites such as insects, mites, fungi or bacteria. Insects, particularly wasps and midges, are the most common cause of galls on plants. Plants form the galls in response to ovipositing or feeding by the insect, or from infection by another agent. The gall is an attempt to surround and isolate the invader. In the case of insects, the gall actually forms a protective chamber, where the larvae can develop safely away from predators.
This information and photo came from the Botany Photo of the Day web page.