You are in zone 3 perhaps? Are you growing these guys inside? It is very difficult to grow roses inside because of lack of light. Also, there is a tendency to over water and the roots get a fungus and stop functioning. Underwatering will produce the same results. In addition there are no preditors inside and spidermites are sure to find you. Look with a magnifing glass and you will see them and their webbing. Spray with a strong jet of water every other day for a week or so.
Some of the roses that are marketed at the grocery store and some florists(?) are meant to be enjoyed and then tossed out. A lot of people do continue to grow them but they are not as hardy as "perennial" roses.

Laura1 gives very good information. Here is an older thread, How to save a potted gift rose that may give additional information. I too suspect watering issues and not enough light. Good luck.