Question
You talk about burying the rose bush but you do not mention how deep you need to bury it.  I live in Nipigon, Ontario which is a zone 4 also.
Please give me your advice

Answer
I am assuming that in your zone you are growing hardy type shrubs that will winter over with some care. Planting a rose graft (the bulge at the top of the roots) is what you are protecting so that must be 6 inches under the top of the soil. Then you can top it with mulch or soil. If the rose is own root, it should be 4 inches under the soil form the base of the roots again placing a mulch over the top. Finally if the roses are modern then they will have to be in a cage and filled up to about 18 inches with dead perennials leaves,tree leaves or anything that will not pack down too tight.