I don't know which roses you have, but what works for me and my customers is this;
Remove all the affected leaves and burn and check for any fallen leaves under each rose and remove them. Water, feed and mulch every rose. Then spray every rose with fungicide, rose clear is as good as anything, AND spray the ground around each rose. Ensure good airflow around the roses as well.
The roses look very bare, but I find new growth appears very quickly. Check the new growth and flowers for any sign of reinfection and retreat if necessary following the same process.
I've done this numerous times and with patience and diligence it works.
Alternatively do as Salino has suggested and plant resistant varieties, but that isn't always practical or desirable, the choice is yours.