The easiest way to begin experimenting with rose hybridizing, especially for the beginner, is to simply let some of your roses self-pollinate themselves, so they will "go to seed" and set hips. I have found that Playboy, Hurdy Gurdy, Peggy T and Fairhope are some of the easiest roses to set hips, and there are many others. Let the rose hips stay on the rose bushes at least four months before harvesting.
Pick a sunny spot to plant your rose cuttings. Where you place your cuttings is especially important if you’re planning on growing them outdoors. Choose a spot that’s sunny but that’s not in direct sunlight — you don’t want them to dry out. Putting the rose cuttings in a pot or container is alright as well, just make sure the container is deep and wide enough for your rose cuttings to grow.
Cover the cutting loosely, pot and all, with a plastic bag or plastic wrap and keep the soil moist. Putting a tall stake into the pot will hold the plastic away from the leaves. If the plastic touches the leaves, they remain wet and can succumb to a fungus disease. Along the same lines, make sure the condensation can escape from the plastic or the stem will rot.