Yes, you must cut down to below the black. If it's impossible to cut further down, because it's right down to the union, then leave it. Don't worry, your roses will bounce back. If you think there's going to be more frost, then throw a sheet over your roses.

Carol

You probably have canker, the reason I try not to winter protect so much. I did sparingly place pinestraw as it allows the plants to breathe, but a thick layer of mulch in the south is going to lead to canker because of the freeze/thaw we can have so rapidly. You can prune it down to where it stops and clean your pruners good between each cut, but it may be futile. I lost a lot of roses that were full grown this year in the weather we had. I lost almost all my noisettes, some of which had 15-20 ft canes on them.

I'm having a bad time with canker also. There are a couple of other people who have posted with the problem. It's almost a relief to read them; I was spiraling into a "I'm a bad rose mommy" funk.