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 easiest way to begin experimenting with rose hybridizing, especially for the beginner, is to simply let some of your roses self-pollinate themselves, so they will "go to seed" and set hips. I have found that Playboy, Hurdy Gurdy, Peggy T and Fairhope are some of the easiest roses to set hips, and there are many others. Let the rose hips stay on the rose bushes at least four months before harvesting.
Prepare a large hole. You'll need one for each rose bush you're planting. Use a garden spade or shovel to dig a hole 18 inches (45.7 cm) wide and 18 inches (45.7 cm) deep. The measurements don't have to be exact, but a hole this wide and deep will be suitable for most roses. Mix the soil you removed from the hole with compost, and use some of it to form a small mound in the base of the hole. Add some bonemeal or rose fertilizer.