Growing roses from seed is certainly not the fastest method of propagating roses, but I can assure you it really is the most rewarding. However, rose hybridizing is surely a lesson in patience, since your success rate can be very small, and it may take several years to reap your rewards. Imagine opening up presents on your birthday or at Christmastime when you were a kid. Well, that's how it feels to see those little rose seedlings open up for the very first time. You never know what you will find inside.
The Baggie Method: This was the first method I ever tried. Here you fill 2-inch plastic pots with potting soil, insert the rose stem halfway inside the pot, then put the pots into a one-gallon plastic zip-lock bag. You can get four 2-inch pots into each gallon bag. I didn't like this method because it caused many of the cuttings to rot since the bags tended to fold over and therefore prevented the air from circulating. The success rate of this method is not very good. It may be helpful to place a couple of small sticks inside the bag to help keep it upright and full of air.
There will be disappointments along the way, when many rose seeds fail to germinate, or perhaps they do germinate, only to die several weeks later from damp-off disease. Sometimes a rose seedling will turn out to be as ugly as sin, or very sickly, and you will reluctantly have to throw it away. Other times they will be just ho-hum, or look too much like its parent, and therefore have no value. But, just when you don't expect it, you might discover that one of your rose seedlings turns out to be very special.