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.
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.
NOTE: During my move, I had cut several rose branches and placed them in a grocery paper bag in my garage--only to have forgotten to bring them home for a week. The branches had been in a broiling hot enclosed garage without water, and needless to say, they looked pretty dried out to a crisp. But I didn't want to just toss them out yet (these were the climbing Charisma roses), so I got an empty plastic detergent tub and completely immersed the stems for 2 weeks (no changing water). Then I stuck them into soil and hoped for the best. Well, I got about a 50% survival rate. 

Select two roses that you want to cross-pollenate. The blooms should not be too tight, perhaps about one-half to 3/4 open. Carefully peel off all the petals. The rose stamens inside should look golden yellow and fresh. With sterile tweezers or cuticle scissors, carefully remove all the stamens at the base of the rose hip, so you do not damage the pollen sacs (anthers). Place the rose stamens into separate, clean film canisters, and place the canisters in a dry place, but not in direct sunlight.   
A gentle way to clean the rose seeds is to use a Cuisinart or other brand of blender with a dough blending attachment, which is made of plastic and does not have sharp blades. You can blend the rose seeds using this gentle dough attachment for several minutes without any damage to the seeds. Do not use a blender with sharp metal blades as damage to the rose seeds may occur.    

Protect the roses over the winter. Roses that are left tall may be damaged by heavy winds and frosts during the winter. Trim the canes down to 2 feet (0.6 m). Tie them together with twine, to help protect them from inclement weather. Heap a mound of compost around the base of the bush, then top it with a layer of straw. When the weather warms to above 51 degrees, remove the compost mound.
When pruning, be judicious. If you prune too hard in autumn, plants can be damaged beyond recovery. Instead, wait until spring, when plants begin to leaf out for the new season. (Roses are often not the earliest plants in the garden to respond to spring’s warming temperatures, so be patient.) Give the plant time to show its leaf buds then prune above that level.
As soon as the rose seeds have been removed from the rose hips, rinse the seeds in a solution of purified water (any bottled water will do) with 5% bleach. This would be about two teaspoons of bleach per cup of water. Rinse the rose seeds with plain bottled water in a strainer, then soak the seeds in straight 3% peroxide for 24 hours. CAUTION: Do not mix bleach with peroxide because there could be a chemical reaction.   
Black Spot: Rose plant leaves with black spots that eventually turn yellow have black spot. This is often caused by water splashing on leaves, especially in rainy weather. Leaves may require a protective fungicide coating, which would start in the summer before leaf spots started until first frost. Thoroughly clean up debris in the fall, and prune out all diseased canes.
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