I haven't had the problem with my irises, yet, being just on the edge of their range, but know a few iris lovers who have had to deal with it where I use to live.
You could just pitch the whole lot to avoid the borers spreading to any other iris you may have. If that isn't a problem or you really want to save a few then get rid of the obviously diseased ones, once heavily infected they tend to be hard to get healthy. Check rhizomes of what is left for tunnels and obvious borers and get rid of anything that is hollow or shows signs of multiple borers. Do not compost the stuff you get rid of, put it in the trash. Cleanup every last piece of leaf and dried up materials from last year the same way to avoid any new infections. For those that appear alright you will need to treat them now.
A lot of the older iris experts used to recommend a 10% bleach soak of those rhizomes you think are clean of borers. Ten minutes should be good. One older gardener told me she found it was enough to "drown" them in a water bath for 10-15 minutes! They used to recommend following up the cleanup with using insecticides to treat the rhizome but in the last few years biological controls in the form two beneficial nematodes have been found to have as much or better effect.
If you feel like learning a bit about them the following is an excellent, if long article. Near the bottom is a list of places that you can buy the nematodes. Gardens Alive is probably the best known source for home gardeners.
Nematodes
A nice short article on iris growing and prevention of disease is here:
Gardening with Bearded Iris: Spring Cleanup, Fertilizing Irises, and Iris Borer Control