If you see a fuzzy powder on the leaves and stems of your roses, you have powdery mildew. Powdery mildew will most likely be seen growing on the new spring growth, but occasionally you may run across it in the fall.
Some roses can be bred to have a resistance to the mildew. It seems that those with a stronger fragrance are less disease resistant. Breeding roses with a higher tolerance always results in a lighter fragrance. Its an unfortunate trade off, but I guess we can’t have it all. Those with glossy or waxy leaves are less susceptible to powdery mildew (which is why it is so often seen on young, spring growth).
Once you see it its too late. The only good defense is prevention. Mildew can be prevented by coating your plant with a barrier. Whether you choose to use a chemical spray or an organic one, spring fungal growth is so rapid that you must stick to a strict schedule of weekly applications.
If you want to avoid using chemicals, a non toxic anti-transpirant can be used to coat the leaves. Or you can make your own spray by mixing 3 teaspoons of baking soda with one gallon of water. (Mixing in 2 tablespoons of Sunspray oil will help it stick to the leaves better.)
A high pressure water spray will remove unseen spores that have not embedded themselves into the leaves yet. I know, I know. You have been told never to spray the leaves with water, but I assure you that its okay. Powdery mildew thrives in wet soil and humidity, but will only grow on dry leaves. If you spray the leaves in the morning to remove the spores then the soil will have all day to dry out.
Air circulation is important. Be sure your bushes are properly spaced and not too close to walls or fences. Keep less resistant rose bushes well trimmed and strip the leaves at pruning time. When pruning, keep the center of the bush open for good air flow.
If your roses have already been infected there is not much you can do until next season. All you can do is prevent next years infection. You can try dormant spraying. It will kill last years spores. Mulch heavily in the spring to bury any remaining spores in the soil.