Odd Abdominal organs

I saw this on the stem of one of our rose bushes.
It was just sitting there...
almost motionless 
except for the pair of odd pectine-like appendages waving around under it's abdomen.

UPDATE:
Turns out it's not a wasp, but one of masquerading distant cousins, a Wasp-mimic Sawfly.

It's a Black and Yellow Sawfly (Allantus viennensis) using the stem our roses as a maternity ward.