Jason ...
The drooping is expected any time you first plant a rose, especially if the top growth is larger than the root mass because the first thing the rose has to do is grow the feeder roots that carry moisture up to the top growth. Newly planted roses, and young roses, just can't pull enough moisture up to the top of the plant as fast as it is expired by the leaves until they have more roots. That is why Cindi's advice is spot on about protecting the canes and shading the plant when you plant in high temps. I've used the same method when I had to transplant a rose during triple digit temps.
Deborah, be sure you water your rose daily after planting. The rose's root system is not efficient when it is first planted, so you want to make certain that the root zone does not dry out.
Smiles,
Lyn