Although roses boughten at our nursery are meant for zones 4-5, sometimes they need a little bit of help to successfully make it through the winter months. Remove some of the mulch from the planting beds (otherwise you may need to purchase some) and sprinkle the mulch all around the rose/shrubs making sure to provide a thick layer of protection. Covering the entire rose/shrubs isn’t necessary. In fact, you never want to cover any plant with plastic containers, Styrofoam or anything else that doesn’t allow for good air flow. During warmer days the temperature inside the coverings double. Have enough of these warmer days and the plant will begin to come out of hibernation and once that happens and the weather drops, the new growth dies and will turn black. This doesn’t mean the plant is dead, but it’ll take until the next season for full recovery.