This is a known winter tender rose--it sounds like you either need a warmer spot, better winter protection, or another rose. Ideally, you want southern exposure, shielding from wind, and plenty of light--like I have between a wheelchair ramp and a bay window. You could also put tender roses next to a furnace chimney or asphalt driveway. I grow St Patrick near the driveway--it usually doesn't survive winters around here, but I've had it for years.

Thanks for mentioning that Zack, I have to move mine to a warmer spot.

oh well, looks like.. I was hoping may be I am just not patient enough...