Here is some helpful advice on overwintering roses.
Winter Care of Hybrid Tea Roses
Before placing mounds of protection around your roses there are a few things that need to be done first. Clean around the bushes, taking care to get all the dead leaves etc. as these can be sources of fungal disease.
Remove broken or dead canes. Give your roses a final soaking of water, this should be done several days before the ground freezes. Materials to use for mounding are well pulverized dry soil, shredded bark mulch, dry peat moss, dry sawdust, or dry straw. Snow also makes an excellent insulator and can be piled up around the mound later. It is not a good idea to use fresh leaves as these might be damp and can cause the mound to be soggy and end up rotting some of the canes.
Heap the material you are using for your mound at least 2 feet high, shake the branches of the rose bush to ensure that the material has settled down around the bush and that there are no empty air pockets for cold air to be trapped.
Be careful not to remove the protective covering too soon in the spring, this could cause the rose to die from spring-kill. Wait until other trees in your yard are starting to bud before uncovering. Remove the protection gradually, one layer at a time. Keep something handy to cover in the event of frost or late snowfall.
During extremely cold winters, canes may freeze and die back to the snow line. In the spring the dead wood should be removed and maintenance pruning practices should be followed.