Winterizing rose bushes
You didn't state what kind of rose you have.
Hardy shrub roses don't need winterizing. Just make sure they get adequate water up until the ground freezes.
Hybrid tea roses, however, are not hardy here and need to be treated specially. They must be protected before temperatures drop below 20 degrees. There are two standard techniques: "Minnesota tipping" and mounding. Both of these methods are described in these links. You should be doing this now.
Cones are described in the University of Idaho link above but we do not recommend their use in Minnesota. There is too great a temperature fluctuation inside the cone, and there is a risk of fungi and mildew. Read here: