There's some good advice on taking rose cuttings from the RHS here:

http://apps.rhs.org.uk/advicesearch/Profile.aspx?pid=153

Check out the section on Propagation :)

I am a little lazier than that. When the wife's shop bought roses wilt, I cut the heads off and keep the stems in water. Keep replacing the water every few days and within 2-4 weeks they will start to root. Not all will root, some will rot and others will just do nothing. I have about a dozen roses from this method and they flower well.

i try that I'm a bit lazy haha cheers