Hybrid tea roses---the ones with the show-stopping flowers---are not winter hardy and must be protected from cold temperatures in much of the U.S. The gardening industry has responded with foam protective cones that easily cover tender hybrid tea roses and protect them from severe winter temperatures.
Remove mulch and other garden debris from the area around the base of the rose bush.
Cut the rose back so that its main branches are 12 to 18 inches long, or shorter than the height of your foam rose cone. Make the cut just above an outward-facing bud so new growth will grow toward the outside, creating more space for light and airflow in the center of the plant. Discard or burn the trimmed pieces. They most likely harbor fungal or other rose diseases and the thorns take a long time to break down in the compost pile.
Mound up soil around the base of the rose bush, being sure to cover the graft union if the bush was planted with it above ground. Slope the soil gradually away from the bush so water runs away from the main stem and down into the root zone. Create a mound about 4 to 6 inches high.
Use the twine to loosely tie the rose canes together, creating a quasi-enclosed area inside of them. Begin at the bottom and spiral the twine up and around the canes, with each pass 4 to 6 inches above the previous one.
Fill in the area on top of the mound of dirt and within the stumped branches of the rose bush using fallen leaves, hay or straw. Do not compact these materials. Lightly fill in the space from the ground to the approximate top level of the bush's pruned branches.
Place the cone over the branches, enclosing them and the filling material of leaves, hay or straw. Ensure that the bottom of the cone is in good contact with the mound of soil that you applied in step 3.
Poke a few holes around the top of the cone with the screwdriver, just below where the sides meet the top. This will allow air to flow into the cone, which will help prevent fungal diseases.
Place a brick or heavy rock on top of the rose cone so heavy winds do not blow it off.