I started some seedlings of Rosa banksiae 'Alba Plena' this winter. I placed them in damp paper towels inside a sandwich bag in our refrigerator until they began to make roots. Then I potted them up and put them beneath a grow light in the cool basement. According to my records, it took about 56 days of chilling for the seeds to begin to germinate.
Since I received the seeds in a trade, I didn't have to collect them, but I have collected other rose seeds from rose hips in the fall. You generally want to wait until the rose hips turn red to break them open and harvest the seeds.