You can try that, but the best option is to prune the bottom at an angle, dip in some rooting hormone and plant in a sand/perlite mix and make certain you water or mist daily.

Here is a link that might be useful: Propagating Perennials

Thanks I'll do what you suggest.
Thanks for the link- it looks like it will be very helpful!

Here is more specific information on rhododendrons:

Rooting Rhododendron Cuttings

It is important to place the material in a plastic bag with a damp paper towel and place in a refrigerator until you get to it. There is not big rush if you do this. Another option is to send the material to Kathy Van Veen in Portland, Oregon. She can root most any rhododendron or azalea cuttings.

Here is a link that might be useful: Van Veen Custom Rhododendron Propagation