Thanksgiving is just ahead and the weather in the Pittsburgh region has been seasonable, but on the cold side.  Winterizing the roses can now be done if you are going to do that task at all.  Most of our Rosarians skip this nasty chore.  I say nasty because it is cold outside and the idea of winterizing is to reduce damage from the freeze/thaw cycles.  So, the ground should be frozen, or at least cold, when you place the mulch around the bush.  The only exception to not protecting would be in cases where the bush is budded and the bud union is at or above the ground.  If you have a rose planted this way then mounding with shredded bark or dirt will protect the bud union.  Why is this important?  If the bud union freezes the rose is gone.  It may send shoots from the root stock but the rose you planted (the one grafted to the root structure) is dead.  So if you have some free time, have some mulch and have a budded rose, go mound it and enjoy the Holiday.