Skiekitty, the protective "greenhouse" mentioned by Porkpal is absolutely necessary in dry climates such as Colorado, or you'll just end up with a shriveled stick. It keeps the air humid enough for the cutting to stay viable until it has roots. But it absolutely cannot have any direct sunlight in our climate or it will cook. This is the simple way I used to root cuttings over 40 years ago. The baggie method works well for me but I've been doing it for 30 years and have rooted thousands of roses (and other things) that way. I used to teach classes in rose propagation.