If the roses you're planting are bare root, they should be mounded with soil or mulch all the way to the top for the first few weeks, regardless of temperature. This will prevent the tender canes and new shoots from drying out and/or getting sunburned. The image below illustrates this. Also, in your zone, you'll need to plant the bud union a few inches below the soil line (this isn't necessary in some warmer zones).
Newly planted bare root roses need time to slowly come out of dormancy, and for the roots to gradually settle and start taking up enough moisture to support the new top growth. Be sure not to rush this process; it takes time.
In future years, you may or may not want to bother with mounding your roses. I'm a half zone warmer than you are, and for the most part I only mound new roses that are going into their first winter, but don't bother beyond that (with the exception of certain hybrid teas and a few roses that are exposed to high winds, that I protect with a mound of soil or mulch around the base). The reason I don't mound most of my roses is that I have too many to bother with (125), and I plant the bud unions a few inches below the soil line, which gives most of them pretty good protection. If I occasionally lose a rose to a severe winter, it gives me an excuse to buy a new one I haven't tried before. That's easier than mounding and unmounding so many roses every year.
