Take a cutting from your rosebush -- take one that includes a little study stem or wood, not a soft new green offshoot. Cut a 6-inch long stem, severed just below a leaf joint, using sharp, clean garden clippers.
Trim off the leaves and stems close to the bottom, as well as the young leaf-and-stem tip at the top of your stem. Leave the remaining stems and leaves.
Dip the end of your cutting in root hormone, tapping off any excess before planting.
Fill a pot with a thin layer of sand, topped with moist, but not muddy, potting soil. Use your finger to make a hole in the soil. Lower the stem into the hole and surround it with soil, careful not to brush off the rooting hormone. Pack it close and tight around the cutting's base.
Slide three skewers along the sides of the pot and cover it with a plastic bag. A freezer bag works well. If the bag is too narrow, simply slit one side and widen it to fit over the top. Make sure the leaves are not touching the bag, since the moisture trapped against the sides will yellow them.
Secure the plastic bag with clothespins in order to seal the moisture inside. Place in a cool, shady environment and give the cutting five or six weeks to develop roots.