Remove as many of affected leaves as you can and throw them in a plastic bag - do not compost under any circumstance. Black spot is a menace fungus and spreads very fast by droplets of water spraying on affected roses. Make sure you do not water roses overhead and also pick up any fallen leaves that are on the ground so plants do not get re-infected. I personally like to fight fungal diseases with natural sprays, and my favorites are Neem Oil and Sulfur dusting. Both smell bad LOL, but generally I need to apply them 2 or 3 times a year for full and natural protection without any toxicity to environment or myself.