I generally start digging holes about two or three weeks before the roses arrive. Not pretty, but my back is happier for it. I guess the advice is not so useful in this case: maybe next time.
Roses always like a good soaking. One season I put them in a spare bathtub for one or two days before planting. A dark space in a cool garage or basement (that does not actually freeze) can work well for a few more days. One advantage of "heeling them in" is that the roses' canes get some sunlight, they get to dry out, and the roses come to equilibrium with the environment - like putting hardwood flooring in a house for two weeks before nailing it to the floor.
Good luck with the new roses!
