Jake - I suspect that the only thing you did wrong was to order from Jackson & Perkins! LOL! You buried it just fine and, if it were going to survive, it should have sent out a few buds by now. What color are the canes? Are they green / black / brown? You definitely want them green. If they're green, one thing you can *try* is to get some "Super Thrive"
http://www.homedepot.com/webap...
You can get that at any Home Depot. It's a bit pricy, like $14 / bottle, but it only takes a drop a gallon, so we're talking it will go a LONG LONG ways.
I'm sorry that your rose isn't doing well. Mr. Lincoln is one of the few reds I adore. HUGE HUGE *RED* blooms, scented from heaven, lasts forever.. And don't look down upon the big box stores! That's where I get a TON of my roses when I don't order them from here, there, & everywhere else. I have to get roses that are already pretty robust to survive my zone.. and my ineptitude! You should be able to pick up a Mr. Lincoln almost anywhere that sells potted roses.. Home Depot / Lowes / Walmart / grocery stores!
Welcome to Roses! It's an addiction, but such a pretty addiction!!