they do that to me all the time... I'm on the line between zones 6 and 7, and getting plants when thr ground is frozen isn't uncommon ;)

I'd try keeping it in a cool, dark place with the roots wrapped in wet newspaper for two weeks, then pot it up, and do the 'outside during the day, inside at night' thing until tax day, or whenever the neighbor's vines start putting out leaves (I'll try and remember to post when my mom's start budding out)

I got one close to Easter several years ago. The ground here in zone four was still frozen. I dug a hole as well as I could and planted it anyway. It grew really well.

Put it in the ground,you'll be fine. Early planting like this will help the plant survive.