What kind of lavender? I have munstead, provence and grosso in the ground and they come back each year. I have a French lavender in a pot that comes in the house and lives on a window ledge (south facing) over the winter.

i lost the tag but Leslie tells me it's grosso. i've heard of english and french lavender but not grosso. the store told her it's very hardy for a lavender.
does yours die back to the roots?

Yes, they all die back to the roots.

Lavenders are generally best planted in the Spring in our zone. It is too late to plant them now, they do not have enough time to establish before a hard frost hits and will heave right out of the ground and die. I would sugguest you bring the plant in to a sunny windowsill and wait for Spring. In the Spring, after the last frost, plant in a sunny spot with excellent drainage and soil that has not been amended. You will have a happy lavender that will grow into quite a bush and produce lots of fragrant wands for you. Trim the lavender to the shape you desire right after blooming. Good luck!