It is very possible that the webs are from spider mites, which feed and lay eggs on the lower leaf surface. They are harmful to roses and need to be kept in check - - but not erradicated. Most rose leaves have at least a few spider mites. A few won't do any considerable damage, but a major infestation will. You can see spider mites with a powerful magnifying glass.

You can control them easily with a jet of water from your hose, (1)directed with force to the underside of the leaves to dislodge the mites, (2) repeated at least three days in a row, and then (3) with a check about four days later. Use a hose nozzle to concentrate the spray. You don't want to blow the leaves right off your rose, but you also want to use considerable water pressure. If you discover a major infestation, consider buying a specialized hose-end nozzle with a special spider mite wand that is ergonomically designed.

Because they are mites, not insects, spider mites require special pesticides. It is thought that general insecticides used on roses kill the beneficial insects that control spider mites. Water spray works well, is non-toxic, and is less costly, even in this era of expensive water. Washing the underside of your roses' leaves should provide continuing control.

Here is an excellent explanation:
http://www.marinrose.org/spidermites.html

I also suggest this article, which is listed in the USEFUL LINKS:
http://insects.tamu.edu/extension/bulletins/uc/uc-032.html