This is what I do:

Take a fresh cutting, about 6+ inches with a leaf node about an inch or so from the bottom of the cutting. I then *gently* scrape the cutting from just below the leaf node all the way down, and all the way around. Then stick the cutting in some rooting hormone, shake off the excess, and plant in some damp (not super wet) sphagnum moss in a small jar or votive. I use sphagnum because I recall someone telling me it has natural rooting hormones when I was dabbling in bonsai a few years back. The key is to not have it soaking wet, I use physan 20/water mixture to "water" the moss to add a little extra help with keeping the cuttings from growing mold or rotting. Then I place them on a heat mat in my dining room, with indirect light. I've been fairly successful I think for being so new to roses, but this is how I root other types of plants so not much has changed.

Good luck! It's a bit addicting to start rooting. There are other methods that might interest you like layering.