I would give it more water. My rule of thumb is if the soil is dry an inch down water it. Rose need 1 to 1 1/2 inches of water per week. Get a rain gauge so you can see how much rain it's getting and add water from there. Newly planted roses always need extra water to grow new roots to get established. You can add any kind of organics to the soil but NO chemical fertilizers until it improves and you see new growth starting.
Sorry GardenLight but I hate when people call roses divas. They are not. They are no harder to grow than any other perennial shrub is. They need the correct sun exposure, adequate water, a good pruning once a year and some fertilizer once in a while. You would do the same for hydrangeas, azaleas, rhodys or any other kind of perennial. Please don't continue the myth that roses are hard to grow!