You can actually transplant roses any time of the year assuming you don't get snow.
If you do get snow wait until the last chance of frost, dig a hole that is three times as wide as the plant (pruned). The hole should be twice as deep from the level that it is planted at right now to the tip of the roots. After digging the hole build a pyramid out of the dug out soil in the bottom of the hole. It should look like a cone. Remove all the soil from the root ball. Balance the root ball so the roots are draped over the cone and the rose bush is sitting on the top of the cone. The level at which the bush is sitting on the cone should match how deep it was planted previously, probably an inch higher to allow for settling. Fill the hole in with soil, tamp down the soil, make sure the plant depth is correct, and water thoroughly.
Always plant at the same depth-no matter what kind of plant it is. That's key to successful transplanting along with tamping down and watering in.