Build a cylindrical cage of wire mesh, chicken wire or flexible plastic foam around your tree rose near the end of autumn. Extend the cage about 6 inches above the top of the tree.
Fill a wire or mesh cage to the top with mulch or straw, so the top of the rose tree is covered with 6 inches of material. No mulch or straw is necessary if you used plastic foam -- the foam provides enough insulation.
Wrap the cage with burlap for further protection. Secure the burlap with rope, duct-tape or another heavy-duty tape.