Gardeners should only prune rose bushes in zone 4 in the fall to remove damaged, diseased or dead canes, as well as any long canes that are subject to damage by winter winds. Avoid additional pruning, so you do not encourage tender new growth that harsh winter weather could damage.
For additional winter protection for non-winter hardy rose bushes in zone 4, cover the base of the rose bush with a mound of compost or soil that is 8 to 12 inches deep. You can also construct a chicken-wire silo around the rose bush, with 1 foot of clearance space to the plant itself, and pack the silo in with leaves or straw for insulation.
The best time to winterize rose bushes in zone 4 is around the middle of October, between the first hard frost and the first snowfall of the season.