I would not be overly concearnd, could you take out most of the recent compost and put it in your recycling bin, and then next year spray the roses with a fungicide and if a long dry spell comes along then keep the roses well watered, some years powdery mildwe can be worse than others.

I really wouldn't worry about it too much - don't do it again, but I don't believe there will be much harmful effect from that one branch on your compost. Mildew is about most of the time anyway, and affects plants year on year if they are particularly susceptible, and different organisms cause it on different plants. I certainly wouldn't recommend sterilising with a solution like Jeyes Fluid - you'll kill off all the useful bacteria and organisms you need to make the heap work properly as well.

Thank you Julien and Bamboo, i will do as you both suggest and keep my fingers crossed. I feel a lot better about it now. I have been waiting for this compost now for nearly a year to use it - thanks