Hi,
It is suggested taht roses not be covered until they have gone completle dormant which usually occurs after they have experienced temepratures down into the low 20's or so. Then you can cover the crown of the plants with something that is light loose and open such as hay, straw, loose compost etc. Mound it up about a foot or so. As far as cutting back I might suggest cutting back only real long canes and leaving the majority of pruning for the spring when you can see what has beee nwinter damaged and what is alive.