I overwinter pots in a pile of leaves, but it doesn't get below zero here anymore, low is usually around 5 degrees. For plants that are cane-hardy I leave the canes mostly exposed.

In the compost pile, heating might be an issue. You want the plant to stay between 20 & 40 degrees. You could check with a thermometer.

Buried in a trench, the plant is protected from the sides as well as the bottom. The deeper it's buried the more protection there is.
Actually, if you could dig a vault and cover it with plywood and soil on top of that, it would do best. My experience with mounding soil, leaves, and such is similar to overwintering in pots. Freezing can occur from the sides and the wet leaves can cause canker.
I've tried about every method there is to overwinter roses. I was most successful building Styrofoam boxes over the beds, and least successful burying the plants. Rodents used them for their winter food stores and many were dug up with little bark left on them.
I finally gave up on the tender varieties and now grow mostly hardy shrub varieties. Any tender rose has to be able to survive with only leaves as winter protection or it's not replaced when it dies.
I'm with Michael regarding the compost pile. I think you'd get too much canker. Rodents like it in there too as it's warmer than most other places.

Ok, thankyou for the info!
I was just worried because the roses are in pots. Granted they are in 2 16 inch pots and one in the half barrel, but I was afraid that the shed would be too variable in temperature. I could try to keep them in the shed. Maybe if I place the roses potted and all in cardboard boxes stuffed with leaves and such just to keep them insulated and dark?

Are these roses cane-hardy in your climate? If so, heaping leaves around the pots might be enough to keep the roots from freezing out. The south or east side of the house (which leaks some heat) is the warmest place. If you put them in the shed, insulating could help. If there is a slab, it is a slight source of heat, especially towards the middle.

I don't believe they are cane hardy in my zone. I did buy them at Pickering nurseries, but help me find says zones 6 to 9,and DG says 5 to 9.

If you cover the windows in the shed and wait until the roses go completely dormant before placing then inside, they'll be OK. With no sunlight coming through a window, the temperature should remain fairly constant throughout the winter. Just don't forget to water them occasionally.

Kentstar,

Unfortunately the zone ratings for roses does NOT tell you if they are CANE hardy or not.

Here in Columbus, I let my roses just sit out over the winter...I didn't protect them with anything, nor did I do anything to them. I planted some Austin bands in late July and they made it through the winter perfectly fine and all of my potted roses are doing fine for the most part. Christopher Marlowe died or is near dead, but I suspect it wasn't due to the cold as much as it was due to other extraneous reasons.

Thankyou all. I bought three, one is in a whiskey barrel, two are in their own 8 gallon containers. I figure I will try leaving the whiskey barrel one out over winter with good mulch and maybe insulation around it, the others I will do as karl says and bring in when comepletely dormant, making sure to cover the shed window, and water a couple times during winter. Maybe it'd be ok to put snow over the rose? Or would that make matters worse? I figure this way I'll stand a chance that at least one may survive to continue, or all three may not make it. It's worth a shot though. All three btw are doing excellent in their pots right now! Leafing out nicely!
Never too early to think about winter protection lol!

You are right, it's never too early...I lost all my potted roses last winter except one. I knew better, too. :o(