I live in zone 4 in Montana this is the first year I've had any luck with rosesshould I feed them right before the first frost

I don't have any experience with gardening in your zone, but I do know that feeding roses stimulates growth, and new growth is not something you want right before a frost. Feed them when winter ends and there's no more possibility of frost.

It's my understanding that you can fertilize 8 weeks before your frost date in your area. Here is a link to find your frost date (you need to type in your zipcode). Hope this helps. https://garden.org/apps/frost-...

thanks ZULU and Margie NY for your replies. I' my new to this, as you know. Hope I'make going about this correctly.

JMC!
Don't do any more pruning this year, either, except for brown dead canes. Pruning will stimulate growth, and that growth is too tender to handle cold weather that you'll get in the next month. Let the blooms go ahead and form seed heads (called hips) and the roses will shut down for the winter in a natural way.
Did you plant the Explorer series roses? Or what kinds? Gardening in zone 4 is quite the challenge, but I have seen some beautiful photos of zone 4 roses. After it gets into the 30s pretty regularly, you'll want to mulch them.
If you get good deep snow for the winter, you have a better situation than I have here in zone 6 where it gets cold, then warm, then cold again, and the winds blow the mulch off!