Veronica - I'm zone 5 (sometimes zone 4) and I just mulch the living snot out of everyone. Most of my roses are zone 6-7. I don't pay attention to zones when it comes to my roses.. I just mulch 'em. My best rose, Mardi Gras (
http://www.helpmefind.com/rose...) is rated zone 6-9 and its survived everything that I've thrown at it and comes back year after year just a bloomin' away. Personally, I think cold zones can grow any rose w/a little extra care (this year, if I can find one locally, I'm going to try to grow Green Romantica.. but I doubt I'll find one locally). Plant them extra deep and mulch mulch mulch.
