Misa, that looks like rose rust, a fungus disease that while isn't terribly serious, can weaken your rose. Apply a fungicide according to directions, remove any fallen leaves and either burn them or put them in the trash (don't compost them!) and keep good air circulation around your rose.
Autumn, it sounds as if you had a very severe fungus problem with your previous rose that died. I can't be certain, but it sure wouldn't hurt to apply a fungicide to your current rose as soon as the leaves come out. In the spring, when your rose starts to show signs of life (little red bumps on the canes that will become leaves), you can give it a general fertilizer (5-10-5) or a fertilizer specifically for roses. Bone meal is good, but doesn't contain all the elements a rose needs.