You can make your rosewood fretboard a nice piano-like black in a few easy steps. It doesn't take much in the way of parts or time, and the result looks fantastic.
I started with a Mighty Mite Neck (CR2910) which has a rosewood finish on the fretboard - however, it really didn't look that great and I was using a black pickguard which made the flaws in the rosewood show even more. The difference in the finish product is night and day - it really looks much nicer, and didn't take much effort at all.
Note: It's important that the NON-FRETBOARD part of the neck has some sort of finish on it. Don't use this method on a raw neck.
Step 1: Preparation
Using a bit of 200 grit sandpaper, lightly sand the fretboard. The key word here is LIGHTLY, you don't want to damage your frets, or make your fretboard uneven. Don't skip this step: this light sanding will make the wood more receptive to the stain.
Once you have that done, wipe down the neck with odorless mineral spirits. I would recommend wearing latex gloves in order to prevent leaving any fingerprints on the surfaces you want to stain.