How Do Your Roses Grow

In the early spring, while at the grocery store, I happened upon a bin chock full of bare roots roses. After months of ogling the beauties available through online retailers (hey, a girl has to have a hobby when there's snow on the ground) I thought, for three bucks, I might as well try.

A local nursery owner recommended I sweat them, and I was pleasantly surprised with how much growth they're putting out, but now I need some more advice.
All of my roses from last year did not make it through the winter. The drought took out two, and then breaking dormancy in January took out the other two.

This Joseph's Coat specimen makes my heart sing, and I'll be heartbroken if it dies as well, so tell me, how should I make it survive the change of seasons? Let's face it; winter is coming.