A white powdery substance on your roses could be Powdery Mildew. This fungus is fostered by cool nights, warm days and high humidity. To fix this issue, improve air circulation or better yet, make sure you plant your rose in an area with good air flow. Avoid wetting the leaves when watering and avoid watering at night. Water during hot dry weather. Keep your rose healthy by feed it regularly.
When leaves unfurl in spring, begin a spray program using a fungicide, sulphur solution or a baking soda and water solution.