Pretty much everything Zuzu says applies but I want to add a few things because of the zone similarities between you & I. Look for the "bud union." It should be a big knot on the main stem from the roots. Make sure that the bud union is at LEAST 2-4 inches below the main ground level. That means you'll have to dig the hole pretty deep. Once you bury the rose up to its eyeballs, backfill the hole with all the excess dirt and then cover the snot out of it with mulch. You really can't over mulch a rose for cold zones. I've actually buried roses 100% in mulch. The mulch will protect the roots from frying in the sun and protect the canes from drying winds in the winter. After you mulch it, water it pretty heavily. I make a moat around the mound & fill it full of water then watch how fast the water drains. If it sits there, you'll have to work on making the soil more porous. If it drains away pretty quick you're ok. The mulch will also help retain moisture around the roots without making it soggy wet as roses don't like wet feet. Don't be too surprised if all the leaves fall off. As long as the canes are still green, you got a chance. I would give a splash of SuperThrive or fish emulsion when transplanting, especially because, as Zuzu said July is a tough month to be planting, but you want those roots to start growing in ground before winter hits. But dig a deep deep hole!! That's the main thing there!!
My article on how to grow roses (poorly written) may help.
http://garden.org/ideas/view/s...