Also the fungus for black spot can over winter in the soil, so plant hygiene is very important in these cases.
With the weather we've had being v wet last year and long dark winter this (light levels affect roses as well as us!) fungal problems have been at their worst. But Busy-Lizzie is absolutely right by watering at the base, removing infected leaves etc.
There are also treatments for around the base of the rose, amillatox-obviously very watered down (1:50 I think but not sure on that) was mentioned by a very reputable and well known rose grower, but the jury is still out whether it really has any real effect,I dont' do it myself as I try to be as organic as poss. Maybe clearing some of the soil around the plant at the end of the season and giving it a really deep, good organic mulch would help ... well it won't do any harm anyway.
Don't despair, can be so frustrating, even roses that are less susceptible have had some problems just recently. Hope you can still enjoy them .