I agree with Jan. Dont fret over the rust, especially, like he said, winter isnt even over. Its when you come home from vacation and every single plant is COVERED, that youve got an issue. Even then, the plants are fine, you just have to start all over waiting for new fresh leaves to emerge.
As far as cutting off the leaves, if you do so, make sure that they are wet, as the rust will get airborn and then you will have more infestation. Also, put the leaves in something that wont be used again. In other words, dont just throw the leaves in a big empty pot to take around to the trash later
Also, make sure what your seeing is rust. If it doesnt come off on your fingers when you rub them thru, its not rust. No matter what, the plants will come back.