Do you know how long the hips have been on the plant? Rose hips take from 90 to 120 days to ripen. The majority will turn red/orange/yellow when ripe but not all of them. If you know they've been on the plants long enough or if yours have some color on them then you can harvest them and grow the seeds inside them.

There are several different threads on here about how different people do theirs so do a search. I do have a pdf paper I did for my rose society on how I grow mine. If you're interested send me a PM with your email address and I'll send it out to you.