If they are falling off soft, too much water; if they are brittle, too little. Roses need to be watered twice a week, 1-2 gallons (depending on size) poured/hosed around the roots--not by sprinkler--in the morning. If you have been getting lots of rain, especially if you have clay soil, cut down to once every five days. If there are black spots on the leaves, you have blackspot, a non-lethal fungal disease. In any case, they will grow new leaves back. Lay off the fertilizer until they recover.