Hi Courtney! Welcome to the rose forum!
@sunnyvalley posted a photo a while back of the way she winterizes hers. Hopefully she'll come here and post it again, or link to the original post. You are in the same zone I'm in, and we usually do need to either bring them into the garage or wrap them in some fashion. Are yours in pots or planted in the ground? It might also depend on which rose it is. I have Belinda's Dream and Sunsprite in tree form, and both were supposed to be hardy as a tree but I'm not risking it. They sure do great in the ground as a regular rose bush without any protection.