Question
We get a lot of heavy snow in the winter. Would it be harmful to cover my roses with buckets, once I have cut them back, during the winter? I usually mound up loose dirt as much as  can be always end up with parts of some of the plants damaged from the cold.

Answer
As I don't know how cold your winter gets I assume that your temperatures go very low. Metal or plastic are not  good insulators. Rose cones are made of styrofoam which stops a lot of the cold very well and keeps the inside a constant temperature.  You really can't save the whole rose unless you totally cover it with soil or a mulch.  Here is a good web site that has excellent information on protecting roses.
http://www.hort.wisc.edu/mastergardener/features/flowers/fallrose/rosewinter.htm