[From <B>The Practical Book of Outdoor Rose Growing, by George C. Thomas, p. 39: the author's recommended winter protection for standard roses...] this is best accomplished by placing boards around the plant, encasing it from the ground to above the bud and filling in with earth.
[From Differences of Opinion, by G.H. Drinkwater, p. 40 of the American Rose Annual 1951:] A few weeks ago a local landscape man told me that he had planted and maintained thousands of rose bushes, had never given them any winter protection, and had never lost a bush. This statement was hard to believe, considering the winters in this area [Syracuse, New York]. What is the answer? His plants are not grown for exhibition bloom, are fertilized very lightly in the early spring, are not forced at any time, and are allowed to harden off slowly and naturally in the fall.

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If you live in USDA Zone 6 or colder, you'll have to winter protect less-hardy types of roses like Hybrid Teas.

I live in USDA Zone 6 and protect my tenderer roses, like Hybrid Teas, with a rose collar (garden centers sell plastic white ones -- I usually combine two around a bush because just one seems too small -- or you could even make your own collar with mesh or plastic) which I fill with a light soil/compost/composted leaf mixture up to a foot or more. I
wait until the ground has hardened a bit to do this -- usually around Thanksgiving time.

Some Hybrid Teas are hardier than others. Even with winter protection, for instance, 'John F. Kennedy' died back quite a lot for me. So, your results may vary.

The important things are to not feed your roses from now until spring, don't prune (it will encourage new growth which will get zapped by frost), and protect the plants from the extreme cold.
See also Hardiness