My Little Secret
Here's what i do slightly differently. Firstly, I take the cuttings during the full moon. Yes, it really does make a difference.
And secondly, I use what I call "willow water". Strip some bark from willow branches (any variety will do). Now soak that bark in a tub with enough water to cover the bark for a couple of days.
The willow contains a chemical that helps with root growth. If you don't have access to willow branches, then a couple of asprin will make a good substitute. Once you have taken your rose cuttings, put them in a jar of this water, and let them sit for a day.