You can begin by tying the longest canes together so they won’t whip around in the wind and become damaged. When the nights become regularly frosty, mound several spadefuls of soil over the base of the plant, extending the soil up at least a foot above the graft (bud union). Then, when the ground is thoroughly frozen, cover the mound with a thick layer of mulch, such as straw, leaves or compost. When the ground begins to thaw in the spring, slowly begin to remove the mulch and mound of soil. Just as the buds begin to swell, you can prune any winter-damaged canes, and then prune to shape your rose bush so it will produce new flowering wood.