Winterize your Roses

Remove all old mulch from under and around the roses; it might harbor insect eggs or disease spores from infected fallen leaves. Just before the first hard, or killing, frost of the season, spread fresh mulch of wood chips, shredded bark, or chopped leaves around the base of the plant, extending as far out as the branch tips. Wait until after the ground freezes to spread the mulch if rodents are a problem in the yard. Mice, especially, like to build their nests in mulch. Water the rose well, especially if it's been through a dry summer.

 Rosal "Grootendorst" Rosa; Pink Grootendorst.  
http://www.gardenseeker.com/roses/rose_caring_calendar.htm
This Rose is wonderful for winter care. It was cultured at the University of Manitoba (U of Man) Winnipeg

Once the ground freezes, it's time to add more mulch. If you live in an area with relatively mild winters, simply mound the mulch over the plant crown 6 to 12 inches up the canes. This insulates the soil to maintain an even temperature in spite of the normal alternating winter freezes and thaws. This thick mulch is especially important when there is no reliable snow cover to protect plants. If winter temperatures often drop well below zero, build the mount of mulch, then add more material after every freeze to make the mound higher. Eventually the mulch should virtually cover the bush. Sometimes it's easier to enclose the shrub in a cylinder and fill it with mulch.
Side Note, Morden Roses are part of the Parkland Rose group. Explorer Roses where cultivated at Carlton University, Ottawa are a different group but also Canadian. Both groups are the best for Canada. Really no fuss to winter and great in summer.