The best way to plant roses or any plant is to dig a hole twice as wide as the pot it's growing in, but no deeper. Loosen the rootball of the plant so the roots are spreading out and away from the plant. Then backfill the hole with the soil you dug out of it. Keep the groud moist, but not wet after transplanting while your rose gets established. A 2-3-inch deep layer of mulch over the soil can help, as well.
---Justin, Senior Garden Editor, BHG.com