I read your post, but I am not clear on how many leaves you are leaving on the cutting to start with? I usually strip off all but 2 or 3 at the top. If you are leaving too many on the cutting the leaves are probably dropping because the stem can't take up enough water to sustain them all.
The important thing is..are they rooting? Don't worry too much about the leaf drop, other than removing the fallen leaves so you won't get mold..just go with it and see how they do. There is a huge learning curve, just keep at it, and eventually you'll find what works for you.
One other thing..(I am in zone 5)..and even here I wouldn't put cuttings near a window because they would just fry..I am thinking in your zone, the heat from the sun has to be so much more intense..I would move them back from the sun, so they get bright light and not direct sun through the window. Good Luck..keep trying!! Donna

I'm having similar problems and now I think I may be frying the cuttings. Will have to try a few more...why not?

Here is a link that might be useful: propagating roses

The media they use in the linked OHW article will hold WAY too much water, and probably result in rotted cuttings. A better media is one that is half peat and half perlite.

Falling leaves isn't too much of a concern. Roses that root very easily will usually keep their leaves, because the roots form quickly and can supply water so the leaves don't drop. Most cuttings, however, will drop their leaves. This is NOT a sure sign of failure ... just make sure to pick up the leaves as they drop so they don't become a host for fungal diseases.

Are you deciding that your cuttings have failed because the leaves drop? As long as the stem of the cutting is green at the soil line, the cutting is alive and has a chance to root ... whether it has leaves or not.

I have a photo tutorial on my web site that can show you step-by-step the method that I teach. (I propagate on a much larger scale now, so I have mist in my greenhouse doing the job for me.) This method has worked really well for quite a few of the posters here. I hope it helps you.

Connie

Here is a link that might be useful: Click on How To

Guys, thank you for sharing your experiences.
I think I'm going to do the following and try again:
1. Container : using old 20Ga fish tank with light(16 hours), cover and I keep it a little bit away from the windows.
2. Media : Vermiculite, since there were rotten stems.
3. I manually mist spray every 1-2 hours and have a small fan running during day time in my basement.
Does it sound like there is more of a possibility to succeed ?

rooting cuttings is very easy. use George Mander method, which is basically the way I do it. use a cuttings with 2 or 3 leaves, remove the lower one or 2, and use scissors to make the top leaf smaller. Use a thermometer that u get from wal-mart to make sure temp is betweer 70-75 degrees F. Misting is not done for small scale cuttings, the aquarium or whatever, is already at 95-100% humidity. I make my cut UNDER WATER, and STRAIGHT ACROSS, just below the bottom node (less than 0.5 mm !!!) i have grown out over 100 cuttings in one shot, and i have a video of my garden grown from cuttings on you tube.
http://www.youtube.com/watch?v=n6Y3USHISVs

Here is a link that might be useful: see how George Mander does it, his method works, guaranteed.