What really harms the roses is the freeze thraw cycle. Remove any snow and mulch if this is possible. where I am, the soil and mulch pile are frozen. I would have to buy potting soil. If you give us a little more information we can tell you if you have to bother with mulch at all. what zone are you in? Do you know the name or type of rose. Did you bury the bud union 3 or more inches below the surface?
I hope this helps

I didn't have mulch but I do have rocks around the base of the bush (not encircling it but covering the feet of the plant about 8" around it - flat limestone, not crushed). Sorry, I don't have the name of the plant. I am in zone 5b. I buried it according to the directions on the pot when I got it. I looks more like a tea rose and it got three cycles of roses growing through the summer with something always on the plant.

In our climate, we normally see the coldest temperatures in the coming few weeks. But, unless you are planting tender roses, such Teas and Noisettes, the primarily worry is the freeze thaw in late winter.

I use burlap for winter protection--it can be used even when the ground is frozen solid. It does a great job of preventing canes from snapping off at the base--it acts as a strain relief. If your roses are covered with snow there is no need to worry--snow is the very best winter protection. The difficulty in our climate is that it melts, leaving the roses exposed, before winter is over. Heaping on more snow will help, as long as it really snow and not an icy mix.

I see by your "Mypage" you're in zone 5 Ontario, Canada.
You climate should be similar to mine in zone 5a NW, Indiana.
If the pot directions didn't instruct planting the bud union 4-6 inches below the soil surface, it wasn't planted properly in zone 5.
The rocks are useless as winter protection. In my opinion, they're useless except to look good when first put down. They offer no nutrients or water holding ability on top the soil. But, it's your choice what you place around your roses.
I presume it's a hybrid tea, not a tea. They're two distinctly different rose types, although tea roses were originally used in the hybridizing process, thus the name hybrid tea.
Burying the graft is the first, easiest, and most important step in winter protection. The graft is the weakest part of the bush. Two, slightly dissimilar tissues bond in the graft. If the bond is not tight, a little moisture can form betwen them. In freezing temperatures, this moisture can freeze, forcing the two tissues apart. If the bond is broken. the portion of the bush above the graft will die as no moisture can travel to it. If the bond is weakened, the top will not grow well and be stunted, not blooming well.
Burying the graft keeps it from freezing as the soil temperature below the surface remains around freezing regardless of how cold the air gets. The same with snow cover. The temperature under a pile of snow stays close to freezing regardless of the air temperature.
As stated in previous posts above, the idea of winter protection is to prevent the freeze thaw cycle not to keep the soil from freezing. Protection applied over frozen soil keeps the soil frozen and at a constant temperature. Same with insulating protection applied over snow or ice.
If you have a pile of leaves, pine needles, or evergreen branches like from a Christmas tree,place them over the base of the bush on top of what ever is there.
Because hybrid teas really don't go dormant, the cold freezing air temperatures on the exposed canes will cause them to die back over winter. Any portion covered with snow or mulch may survive. Come spring, you'll have to prune back all the winter dieback.
To prevent canker, moisture holding mulch laying next to the canes should be removed or pulled back as soon as the buds begin to swell.
In my zone 5a area, This can occur as early as late February/early March or as late as early April. The few hybrid teas I have usually have to be pruned back almost to ground level or back to the bud union (graft) if not buried to remove the back winter dieback. Unfortunately this is a fact of growing roses in a cold winter growing zone.
Yoy can avoid some of this by buying and planting only roses suitable for your area. There are many that thrive in zone 5 and can survive winter with little or no protetion. Some Canadian varieties and many rugosas are hardy to minus 40F. The climber Quadra stays green to the tips after a bad winter in my area.
Most of my rugosas require little pruning.
All bloom repeatedly all summer so I give up nothing but the high centered hybrid tea look. The flowers I get are unique in their own ways and most are highly fragrant.
The only winter protection any of my 400 roses get are the oak leaves Mom Nature blows in or what I blow in with my garden tractor when mulching the leaves each fall.
Don't expect your garden center to sell only hardy roses. They sell what people want and most people want hybrid teas becuse they've been led to believe that's what roses are supposed to look like.

Karl, this is totally, unbelieveably, incredible advice!!! What a totally understandable explanation about growing roses in the frozen North. You are a national treasure!

I am clipping this post right now.
Connie

Yes Karl. Quite impressive. That's a nice chunk of information, much more clearly written than most of us could produce.

I think my last sentence was grammatical proof!

Unfortunately, I failed to edit my very long post and it has a few spelling errors. For this I apologize. My eyes are slowly failing so editing is a must, and my fat finger often presses two keys instead of one. I also think faster than I type with one finger resulting in missing letters If anything was unclear or needed further explanation please e-mail me directly. All the information was learned from my own experiences growing roses in zone 5a, from reading many books, and asking lots of questions of other experienced rosarians. I don't pretend to have all the answers but will share what I do know.
I feel giving advice is one thing, explaining why is another and possibly more important.