Deepest I ever found rose roots was about 3' down & about in a 3' spread around. Took me about 20 minutes to dig it out. Of course, it all depends on the soil, too. Like everyone else says, water water water, especially if it's clay or rock (rock won't soften with water, but it does make it a *little* easier). If necessary, get one of these shovels:
http://www.homedepot.com/h_d1/... It's a trenching shovel & it's great for rocky soil IMO.