Feed your rose so it will flush. You do have to take cuttings after it has flushed and bloomed. You want a cutting that is at least 1/4 inch or better. If you can get a heel cutting it works better. Use a clean sharp pruner to cut just below a node. I also strip some of the bark to expose more rooting area. Cut off most of the leaves, you can leave maybe two. Dip the cutting in dip n grow. I use a clean 6 inch pot filled with moist but not soggy potting soil. Put about 4 cuttings in the pot, and place some chopsticks around the rim of the pots. Us a clear plastic baggie and put the pot in the bag and seal it. Place the pot in good light but not in direct sun. Condensation will form on the inside of the bag, it should be light. If there is a lot of water collecting in the bag then I take the plant out and shake out the bag an reseal it. If it is not too bad you can open the bag and let some of it dry out. I you are successful it should root in 2-6 weeks. After about the third week test the rooting, if the cutting does not budge easily it may be rooting. As soon as it roots, take it out of the bag. Keep it in the same location but you will have to water it to keep it moist but well drained. When it is well rooted you should be able to transplant it out.
My friend had no trouble rooting her roses in a bucket of water. She just threw the cutting in the bucket and really did not take care of them and they rooted. For some people it is just that easy.
Applestar is right, some roses are easier to root than others. Roses grown on their own roots will root much easier than hybrid teas. If you can get a long branch from your rose to bend over and touch the ground you can ground layer and that is one of the easiest and fool proof ways to root anything. You just have to bend a branch over to touch the ground firmly. Scrape about an inch of the bark off the bottom of the branch about 3 inches from the end. You can either make a small depression in the ground or you can put a pot with media under it. Hold it in place with a rock on top of the branch. The branch must be stable enough that it won't bounce back or move in the wind for this to work.