Sounds like a classic case of black spot disease, a fungal infection encouraged by wet foliage and poor air circulation. First remove all the infected leaves - these will be the bottom leaves, usually the first to be infected. Stressed roses are more likely to become diseased so fertilize with Osmocote now and then add a fresh mulch of wood chips or compost around the base of the rose plant. The mulch is like a frosting on top of the soil and not only helps to seal in moisture and block weeds but also prevents the fungal spores from splashing back up onto the rose foliage. In a few weeks if more leaves have turned yellow and black than invest in a fungicide to spray onto the foliage of the infected rose plant. Some roses are just more likely to suffer from disease than others. There are many roses resistant to black spot and other fungal diseases. If the black spot persists you may want to consider replacing the sickly rose with a more disease resistant variety such as the Knock Out rose, Flower Carpet rose or other landscape roses.