I've been resarching similar things. The main rose known for causing trouble is Rosa persica/Hulthemia persica.

Hips do turn red, just let it take its time.

Hi, I think they meant for you to go to this site:

Rose Propagation and exchange
http://forums.gardenweb.com/forums/rosespro/

Or maybe this site:

Rose Hybridizer's Association
http://rosehybridizers.org/

Here's a link with some visuals on how to set crosses, but you will need to cover the newly set hip to prevent it from drying out with this method.
Santa Clarita Valley Rose Society - How to grow roses
http://scvrs.homestead.com/hybridizekb1.html

Paul Barden's 'Old Garden Roses and Beyond' index page
http://www.rdrop.com/~paul/site_index.html

And the link to his rose hybridization page (the picture is of Ralph Moore)
http://www.rdrop.com/~paul/breeding.html

Henry Kuska's Home Page
http://home.neo.rr.com/kuska/

And and his hybridizing page , too.

http://home.neo.rr.com/kuska/rosepublicationsindex.htm

I don't have my links anymore, but these are the ones that found on a quick internet search.

I really don't know why they couldn't handle your question on the rose forum. There should be enough people who know how to do this there.

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To answer your question - not all roses will set seeds, some roses prefer to be a seed parent and some just seem to prefer to a pollen parent.

Also certain roses have different gene counts, and if you want to make a sterile rose, the best way is use the lower count as the seed parent and the higher count as a pollen parent.

Here is the list from Paul Barden's website.

Species and Groups Ploidy List
By David Neumeyer
Reproduced from the ARS

http://www.rdrop.com/~paul/species_ploidy.html

The cross you made both appear to be tetraploids. You should have some pretty seedlings if it is successful.