Whether a plant experiences cold damage or not depends on how successfully it has reached a state of dormancy. Actively growing cells contain a considerable amount of water and, if frozen, will rupture and die. As a rose prepares itself for winter, the water in the cells changes into a liquid that resists freezing and the walls of the cells thicken. This is a slow process that is triggered by many factors, including the setting of fruit, the rose hips.
Roses like rich soil and plenty of water, but to promote dormancy you need to give them a little stress. In late summer, start letting them dry out a little and don't fertilize after the middle to end of August, depending on your area. Stop cutting flowers and let the bushes ripen the resulting hips. Resist pruning from late summer on to avoid forcing out new, tender growth, though extra long branches can be cut back after a hard frost to prevent wind damage. As always, specific timing depends on local conditions so get advice from your state extension service or nursery professional.
When to Protect
Though you might think that protective coverings are applied to keep roses from freezing, in fact, they keep the rose in comfortable, secure dormancy. The key to timing is to allow the dormancy process to go to completion with a hard freeze, down into the teens for two or three nights. If you wrap or mound mulch around a rose bush before that time, the plant will continue to grow, becoming vulnerable to much lower temperatures.
Types of Winter Protection
The simplest covering is a mound of soil, leaves or compost 6 to 12 inches high over the crown of the plant. Once this is frozen, cover it with evergreen branches, straw or leaves. The mound may erode during the winter, so a collar of wire mesh can be used to support it. Styrofoam cones are available but must be very well ventilated to avoid warmth building up inside. The long branches of climbers and the trunks of tree roses may need to be laid down on the ground and covered with mulch.
If you live in an area with winter drought, water your roses regularly, every three or four weeks. If insects or disease have been a problem the previous summer, apply a dormant oil spray before covering and remove all fallen leaves.