Looks like the dreaded blackspot to me; however, if you have white fuzz on the undersides of the leaves it is downy mildew. Both disease thrive in damp/humid weather with the downy mildew being more likely if you have had cool evenings and damp weather.

Treating is easy, but labor intensive, remove all infected leaves then dispose of them. If left on the ground, the leave can infect your healthy leaves.

You can spray your roses with a fungicide to prevent further cases. If you are looking for an organic approach, my book suggests changing the pH of the leaf surface. Easy, huh? My organic guide suggest using one part skim milk to 9 parts water spraying weekly. Or using 1 tablespoon of baking soda to 1 gallon of water plus a tablespoon of mild dish soap (to help it stick) again spraying weekly. Just pick one solution or the other, the milk lowers the pH and the baking soda raises the pH

Also, improve the air circulation in your roses. Prune inward facing growth. Also, water in the morning--it gives the leaves a chance to dry out during the day.

I wish you luck, my rose bed has been struk by the black spot demon, and I am about to give them to new homes and go with something with a little less maintenance. We were quite lazy about taking care of the roses this year, so the above methods actually work. I am off to see if I can salvage the roses. Wish me luck.

best of luck on yours suzie77 - I really appreciate your help! I checked the leaves (both sides) no fuzz...so I will me a solution and get triming and spraying!

The organic method didn't work for me. And believe me, I tried and tried and tried to make it work.
You have 3 choices:
1) Spray a fungicide. They sell them at Lowe's and Home Depot. Make sure it's not Daconil because it is too hot to spray that right now. You won't see a difference right away, but the blackspotted leaves will fall off and then the new leaves that sprout will not have blackspots if you spray every once and a while (every 2 - 4 weeks).
2) Ditch that rose and try one of the Earthkind roses. They are tested in Texas and will not get blackspot nearly as bad as most other roses. There are also many healthy roses that are not on the Earthkind list, if you wish to replace yours I'm sure that many people on this forum would be glad to give you a list.
3) Do nothing and learn to live with occasional blackspot. My leaves all looked like that this spring because it's been so cold and wet. In general our high temperatures and lack of rain means that blackspot isn't a big huge problem. I've also heard that Heritage can be grown with no spray, so you may just have to wait for it to grow up a little.
You don't have to pull off the infected leaves, I've got around 150 roses and have never pulled off a leaf.
Try not to get the leaves wet when watering. Fungus (which is what blackspot is) loves wet conditions.
Don't give up on roses! They are the only plant I know of that blooms from spring to frost with no pause! Even if Heritage turns out not to be the rose for you, there are SO many great roses out there!

Well...too late on not cutting off those leaves...did that yesterday and sprayed with the baking soda/water solution. Hope it doesn't die...I just got it this year, paid quite a bit to get a large bush. Guess I'm at the wait and see point.
Thanks for ya'll help
~Angie~