This is a fungus called black spot. Left untreated, it can cause all the leaves on your roses to turn yellow and fall off. It will also affect nearby plants, as it spreads by spores. Remove ALL INFECTED material and throw it away or burn it. Do NOT leave it on the ground as this fungus is very hardy. It can survive winter and travels very easily, even after being removed from the affected plant. Spray your plants regularly (bi-weekly) in the growing season with a good fungicide (I like the Bayer products). You can also add a little bit of dish soap and baking soda to a spray bottle with water and spray the entire plant.
The ripened rose hip is then placed on a clean cutting board and cut in half to remove the seeds. Place the seeds in a clean container. Add some diluted bleach to kill off any bacteria and fungus spores. You can make the bleach by mixing drinking water with two teaspoons of household bleach. Stir the seeds well before rinsing them and using bottled water to remove all the bleach. To further clean and disinfect the seeds, put them in the container and add some hydrogen peroxide. The seeds can be soaked for up to 24 hours before rinsing them with clean water to clear all the hydrogen peroxide.
I planted mine in to the ground just like a normal rose bush, amending the soil with rose fertilizer and alfalfa meal. It is gorgeous, but because it's low to the ground, you should make sure to use drip irrigation or a soaker hose to water it so it doesn’t get black spots from the water splashing on the leaves. If yours is in a pot, let it go dormant in the garage or close to your home to keep the pot from freezing. Keep it watered and in the spring it should come back with more fertilizer to keep it happy.
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.