Aggie, powdery mildew doesn't "go away."
Fungicides PREVENT it. They do not eradicate it.

You can spray with Eco-Erase, an oil, which will smother it, but the crinkling of the leaf will remain.
The leaf will continue to function, so I would NOT remove it.
This is why people who spray for powdery mildew spray susceptible varieties preventively.

Powdery mildew is one of our major disease pressures, so even resistant roses may be touched by it, here.
We do not spray, so roses which turn out not to be resistant to it are removed from our garden.

Jeri

If you do nothing (ie., no fungicidal treatment of any kind) and the immediate microclimate remains suitable the mildew will spread to leaves that are presently clean. That's one clue you need to know.

Remove all leaves that are covered with PM... If it comes back or the bush is so covered that removing the leaves would leave it bare... remove the bush...otherwise you'll be spraying it constantly, year after year...

My 2 roses that are affected are double delight and memorial day. Are these known to have problems with powdery mildew? Will the mildew go away on its own here in the hot texas heat? My crepe myrtles always have bad mildew. I have never been able to control it so I just let it be. It always goes away during the hot summer. Are roses different?

I would try Messenger, which is a protein Harpin that is sprayed on the leaves as a fine mist. It has worked well for me for PM. You can buy it at Eden Bioscience at:

http://www.edenbio.com/

I just checked. The powdery mildew on your crepe myrtles is a different fungus, in a different genus, than the powdery mildew that infects roses. The powdery mildew on your crepe myrtles won't infect the roses because it can't. Its physiology doesn't allow for it to infect roses.

I would agree with the spraying of messenger and also seaweed mist to keep up the leaves. Yes, remove all of the leaves that are affected. Don't touch the other roses after.

I have had mildew on newly planted roses and cuttings, some times rather badly. After a season in the ground and a winter they never show signs of it again. Blackspot is a different thing.

I agree with taoseeker, many roses develop better resistance to mildew as they mature.
I have not grown Memorial Day, but Double Delight has a reputation as a mildewer.
(It's also pretty susceptible to downy mildew.)

If I were ever to try growing DD again, I would prune it very minimally. I'd give it lots
of horse manure, Alfalfa Tea, and yes -- kelp.
Anything to build up its natural defenses.

Jeri