Without knowing what kind of rose you have it is difficult to give specific directions.
If you have old garden shrub roses such as rugosas, a heavy mulch should be adequate protection. Note that the old fashioned shrub roses bloom on old wood so are not pruned until after they bloom.
There are also some modern hardy landscape shrub roses that need to be well mulched, then would be pruned to about a foot high (shorter if necessary to remove winter damage) in mid spring.
Your zip code places you in USDA winter hardiness zone 5A which is very cold for the more common grafted hybrid tea roses. For these, you will need to provide special winter protection. Mulch deeply over the root area, using about six inches of organic mulch. Then pile garden soil over the base of the plants to make a mound or cone about a foot high. This will help insulate the graft. Then trim the canes back to about two feet high so they blow less in the wind. Some gardeners prefer to use the special rose cones or other protective measures, if you do this you will need to trim the canes short enough to fit inside. These roses are trimmed back quite hard each spring to remove any winter-killed canes and to shape the plant so pruning them to fit now is not a problem.
Good luck with your roses this winter!
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