I wouldn't plant them yet. Here in Pittsburgh, it's getting down to the low/mid 20's at night---That's too cold. DON"T put them in water to hold them over either, it would probably drown them. I've also seen too many Home Depot roses with black, freeze killed new growth so don't use HD as an example of proper plant care.
What you want to do is gently pack the roots with moist sphagnum moss or lacking that, moist shredded newspaper. Be sure to gently cover and pack well around all of the roots. Then you can place them in a empty bucket in a cool, dark, place until this cold spell passes. An unheated garage that won't freeze or get too warm if the sun comes out is perfect.

You can also bury them outside---cover the plants completely, tops and roots, with soil. At this time of year, I doubt that it will get cold enough to freeze the soil down more than an inch or so at worst. But, if you think that is possible, throw a thick mulch over the roses/soil (perhaps straw) until the weather is stable enough to plant.

I'd probably go for option #2 as it would be less trouble for me and is probably near 100% effective.

Good Luck,

Paul

If they are bareroot and dormant, they should be fine to plant. Dog a hole, dump some amendments in with the native soil and leave them alone. I would think they will be just fine.

If they have begun to break dormancy and leaf out in transit, then I would probably put them in pots with a loose potting mix and keep them in a sheltered spot for a few weeks until the danger of frost has passed. You don't want to freeze those baby leaves.

and just for curiosity - what varieties did you get?

Good luck!

Alexa