ok, I think I remember reading about this a couple of years ago and I'm just too dang lazy to try and look back.
My roses have the leaves getting big black splotches and turning yellow and then all falling off. At one point, one bush has NO leaves left, although they do seem to be growing back.
Eriisa: keep the water away from the leaves.....sounds like black spot to me...pick all the diseased leaves off and burn them or take them away from your garden.....DO NOT leave them lying around.