Presumably it is black spot (google "black spot roses" for sites with pics to compare to).
Your best bet is to grow the rose *healthy*, not stressed -- in an open airy sunny location with adequate water and remove fallen leaves and prunings (to the burn pit or curbside -- they carry spores). If you catch it early you can prune off the worst, first bits in hopes of slowing its progress, but you won't get rid of it and will probably have it every year.
There are things you can spray, but many of them are now banned as toxic/carcinogenic and may no longer be available. To my way of thinking if a rose has *serious* black spot problems it is probably nature's way of telling you you should not be trying to grow it (some varieties are notoriously bad for it, and will just serve as a reservoir of infection your other roses...)
If you are going to apply a spray to an unknown rose, it is recommended to test it on just one leetle part of the plant and then wait a week and see what happens; roses with lots of rugosa parentage can suffer real damage from at least some kinds of fungicides.
I am not much of a rose gardener, but I have black spot on my roses and have used the commercial stuff and it kept them alive but I hated it!!!! It smelled sooo bad!!! Then I found that I had aphids and sprayed them with a mixture of steeped garlic ( I use granulated garlic) and cayanne pepper (steep over-night) then strain it thru a towl and add to spray bottle with some dish soap. This works great for aphids, and other bugs, on all sorts of plants. Anyway, I noticed that it seemed to help with the black spot! Then my mother told me that her grandmother had beautiful roses and she would always dump the dirty dish water on them. So I think it is the soap that helps. Now when my roses start to get the black spots I pour soapy water on them but I am never consistent and it never quite goes away but they have been living and giving me blooms for several years with this system. Good luck!
Here in Indiana, Purdue university is doing a study on Black Spot, and asking all of their master gardeners to watch for it and bring in all specimens we find.
I just love Purdue and the Hort. dept! We're actually hoping to find some roses black spot.