Rose seeds need to go through stratification (an artificial cold spell) for 10 to 12 weeks before they will sprout. This, combined with a germination success rate of 20-30% makes propagation by seed an unattractive prospect. on by seed an unattractive prospect. If you still want to try it, find a good source of information that will guide you through the process.
Soaking the seeds is a crucial step if your seeds will germinate properly and stay clear of any diseases. You MUST not mix the bleach with the hydrogen peroxide as this results in a chemical reaction. 3% peroxide for 24 hours is just fine. This is also a good time to perform the water float test. Remove all seeds that float as they might not be viable.
I am curious... it seems that you are just supposed to "soak" the cut stems for a week or more in water.... which is mostly what people normally do with cut roses. But whenever I put roses my boyfriend brings me in water, they just fade within a week or so. I'll "feed" the roses with either sugar in the water or with the packet of plant food that comes with them. I'll cut off a small bit at an angle from the bottom of the stem evert day or so. But after a week or so they start wilting and drooping, so at that point I just take them out and hang them upside down to dry.
Cover the cutting loosely, pot and all, with a plastic bag or plastic wrap and keep the soil moist. Putting a tall stake into the pot will hold the plastic away from the leaves. If the plastic touches the leaves, they remain wet and can succumb to a fungus disease. Along the same lines, make sure the condensation can escape from the plastic or the stem will rot.