Sounds like your roses are affected by Rose mildew.

I would like to know which fungicide you have used, but I am not sure if you are allowed to publish brand names, perhaps someone can clarify that point for me.

This link might help;

http://www.thegardenersalmanac.co.uk/Data/Mildew-Rose/Mildew%20-%20Rose.htm

Yea, you can publish brand names, Teegee.
If the fungicide hasn't worked, there might be several reasons for that, such as 1, its not actually mildew, 2, your fungicide doesn't treat for mildew, 3, your fungicide is out of date and ineffective, 4, your dilution of the product has not been correct, 5, you have not sprayed the backs, tops and stems until run off, 6, its rained within a short time after application, 7, the fungicide is not systemic and only has a temporary effect.
A photograph of the affected plant showing the problem might help first, and second, knowing whether any of the things I mentioned above are applicable.

i would watch saying brand names like hienz, cambles ,thompson water seal ,hoover , dyson , huskavanna , f.dick etc because it takes longer to write lol .

I'v used a liquid sulphur mix,perhaps i should repeat it more often?

lol : )

If it really is mildew, use a 1 part cow's milk to 9 parts water mix in a spray, and spray thoroughly with that. It works well on mildew.

I have heard of the milk treatment before Bamboo, have you any idea why it should work?

Could it be the Lactic acid in the milk that reacts with the mildew?

I'm just curious and wondered if you knew?

Well I did know, when I first researched it, but to be honest, I've completely forgotten why it worked... jsut had a quick look for the original paper I read on it, couldn't find that, but did find this - its the lactoferrin in the milk which has a bipartite action - initially disrupts some membranes on the organism which causes mildew, and 48 hours later kills of another part of it, and in some cases, disrupts production of spores in those organisms which produce them. By the way, folks, it does not have to be full fat milk - skimmed milk works just as well. Note that lactoferrin is antimicrobial as well as antifungal. Weekly sprays of milk solution recommended for control on susceptible plants, don't make the solution any stronger or you encourage other fungus to grow instead.
Also note this treatment is for 'powdery' mildew, not other forms of mildew.