What state & growing zone are you in?

Here is a link that might be useful: growing zone finder

I am in Eastern Washington zone 5

Florida is a high stress area for Blackspot to develop.
Do you know if your area is a high stress or low stress area for Blackspot?
What type of rose did you receive?
If you live in a very low stressed area for Blackspot and the rose you received is very disease resistant, I wouldn't do anything.
And I know of no effective organic Blackspot control to recommend.
If you live in a higher stressed area, then a lot of people recommend a chemical fungicide called Bayer Advanced Disease
Control for Roses, Flowers, Shrubs.
I'm including the label directions. Please read carefully to see if this is something you want to use and a route you want to take.

Here is a link that might be useful: Bayer Advanced Label

I think the Bayer is the only fungicide that can stop an active infection. The leaves that are already spotted can't be helped. They will fall off. In fact, you should pull them off and dispose of them.

What the Bayer will do is stop another leaves on the rose from breaking out with it.

But as Jim said, if your area normally isn't black spot prone, you may want to wait it out and see if the plant recovers on it's own.

If you are in and around the Spokane area blackspot pressure is normally very low. I suspect that with the long, cold, wet winter/spring we had in the northwest and on the eastern side of the state there as well the pressure has been higher than usual for 2010. However now the hot and dry weather has arrived the problem will in all likelihood cure itself.

Having said that if you can't wait the Bayer product which can normally be found at your local hardware store and for sure at Home Depot and Lowe's normally do the trick. Hope this helps.

Kate

If the bush is not severely infected, I recommend taking off the infected leaves, and using drugstore type 3 % hydrogen peroxide (diluted 1 to 10) applied with a brush on the remaining leaves to kill any spores that have not yet penetrated the leaf surface. (Hydrogen peroxide is produced by an infected leaf in an attempt to protect itself.)

I do not recommend any product containing tebuconazole, see:

http://forums2.gardenweb.com/forums/load/roses/msg0622265316888.html

Here is a link that might be useful: link for H2O2 paper