It sounds as if your roses have the dreaded black spot. This is a fungus that can completely defoliate your plants if it gets a good start and goes unchecked. As the name implies it starts with a black spot on the leaf. Now I've never had a rose bush actually die from black spot, but it can certainly cut down on their performance and make the shrubs look pretty shabby.
Black spot is usually brought on by weather conditions. Sporadic rain followed by humid to hot conditions is the ideal breeding ground for fungus. The rain soaks the plant, and then the weather heats up and causes the fungus to form on the damp leaves and petals. If the problem becomes severe, use a commercial fungicide for black spot and always try to get the plant completely saturated from top to bottom with the spray. Some serious cases of black spot require several treatments before the fungus is completely annihilated.
You should also spray the ground around your roses and put any diseased leaves in your trash not in your compost.