It's possible your rose suffered heat stress or root damage while in the pot at the nursery. The symptoms you describe sound like the potted rose may have sat on hot pavement. The only thing you can do is baby your rose along and hope it can come through the trauma. If you haven't already done so, mulch it with 3 inches of an organic mulch--something like compost or shredded cypress or cedar. Poke your finger an inch into the soil to test for dryness. If it's dry, water deeply and test again after 5-7 days. Dont fertilize until next spring.