I don't think your rose is dying. It looks stressed though and may need some extra water as well as some shade from the hottest sun. If you bought it at a nursery and it was potted it was probably growing in a greenhouse situation and you've totally changed it's environment. You can't compare the roses because every variety reacts differently. Take off the scorched leaves and keep it well watered but not soggy wet and find a way to shade it some, even a lawn chair over it for shade will help. Do not give it any fertilizer until you see new growth beginning. Since you just planted this rose you need to give it some time to settle in so be patient.

You may have damaged the root ball a bit when planting, as part of the plant looks fine. If you put fertilizer in the soil when you planted that could result in burning as well, although to me it doesn't look like a fertilizer burn. Seil gave you great advice, and I'm sure if you follow that your plant will recover nicely. Some rose growers here don't even use fertilizer the first year at all. If you choose to, definitly wait for some good growth on the rose, and only liquid, and half strength the first year, unless you use fish fertilizer, you can use full strength. No worries, I had a rose with stress much worse than yours after a planting and it recovered nicely.

I totally agree with the above comments. Take off the burned leaves, make sure it has plenty of water, and stand back for a few weeks - it will recuperate.

Jackie

Does look like fertilizer burn. . .

I think I see a flower bud there also. I would take that off so the rose can put its energy into growing new leaves instead of spending it on making a flower, which isn't what you need right now.

I have about 3 buds in this bush... So just cut the bud itself off or everything around it?

Just cut the stem to that bud right above a leaf or stem below it. Then as Jackie recommended I would also agree to trim off all the badly damaged leaves. They are going to continue to decline and fall off anyway, why not reserve the plants energy and trim all the badly burned off.

It looks much healthier now and what a lovely bloom too!

It looks very nice now, but I really would encourage you to snip off any new buds that come along. There isn't much mass to the rose yet and it really needs to build up a framework of branches. Blooms on a small, struggling rose are going to slow it down since it will spend a lot of its energy on blooming instead of growing.