Protect Bushes During Winter

Hello !
Rose trees or bushes are very resistant to cold and even to hard frost once they are a few years old so you are right to protect it if you bought it only this year but burlap is not a good solution. As Likekinds said the burlap will get wet with snow or rain and freeze keeping the plant more cold and longer than it would be without any protection but the main problem is that the plant will receive very poor light if not be kept in full darkness when the burlap gets wet.

The way you choose to protect your plant could have the same result as the trick bad plant producers play on plants to be in full bloom on a given day like Mother's day for example. The plants are kept in darkness and suddenly put in full light to force them to bloom at the right time. These plants rarely survive because they are worn out just like the hyacinth or amaryllis bulbs we force to bloom right at Christmas time, hardly survive and bloom again. In the case of your rose bush when you will take off the burlap at the end of winter, the new leave buds forced by darkness may not resist sudden full sun light or a sudden night frost, it is jusk like a plant you put in water to grow roots that will not resist being put in soil. I don't think it will kill your rose bush but it won't help it grow well. It is better to put a good layer of straw at the foot of the rose bush foot to protect the vital part of the plants : the roots, and to wrap around the bush a big bubble plastic making holes with cisors all around for the air to go through and the temperature to stay low. Using bubble plastic is not very green but you can keep it for next winter. The straw can be left after winter at the foot of the rose bush it is a good soil amendment and rose bushes or rose trees are very greedy plants, even better you can add manure to the straw, the nutrients will have the whole winter to get down into soil especially if there are many snow days.
Hope this helps !