With living things, I tend to try simple first, then if necessary get alittle more agressive.
What I would first do is fill a spray bottle with room temp water (you don't want to shock your plant) and put in about 2 tbps. of dishwashing (not dishwasher) liquid and spray the plant(s), making sure you spray under the leaves, first removing those dead, creapy looking ones. Then I would sprinkle some boric acid (borate) around the base of the plant.
Keep watering like Constance said, but I wouldn't be watering every day. Maybe 2-3 days.
These deseases/fungus/mildew/bugs don't happen overnight, so give it a little bit of time. Make note of new leaf activity. The old, bad ones aren't going to recover, so forget about them. I would remove them, just to remove the problem from new growth.
It's gonna look like a Charlie Brown thing, but you have beautiful flowers, and that's what it's all about.
Take all those fancy things you bought back. Get some rose food or bone/blood meal or manure )the non-stinky kind) or fish emulsion, and rose dust.
If your plant is healthy to begin with, it is less likely to be suseptible to desease.
Sort of like us. Why do some of us get sick being around sick people, and some of us don't. Good food-nutrition, rest, less stress, etc. That's how to look at your plants.
What kind of rose is it? Do you only have 1 plant?
A companion to roses is Garlic! Believe it or not.