Mushrooms grow around under my rose
These mushrooms are growing in the mulch. Mushrooms are a fungi that grows on decomposing dead organic matter, and mulch is dead organic matter. They will not have any effect on the roses. Mushrooms are normal and short-lived, but if you don't like seeing them, just knock them over and they'll die and shrivel up.
Mulch should never be piled on, or allowed to touch, trunks or the base of plants. Keep it back about 3-4" at least.
Also, mulch should not be more than 2-3" deep.