Some rose varieties will take easily and some just refuse to play.
I find the best way to take a cutting is to find a stem without a flower bud, about 8 or nine inches long and about as thick as a thin pencil. Pull it off the parent plant so that a little heel of the old wood is still attached, trim that heel a bit so that any wispy bits of stuff are cut off, pull off all but the top set of leaves and cut the top leaves in half crosswise.
Then find a quiet spot in a border where you know you won't be digging, moving other plants, hoeing or generally messing about for several months. Ideally, the spot you choose should be a bit gritty and slightly shaded but not completely so. Push the cutting into the soil so that several of the leaf joints are buried in the earth.
Go away and leave the cutting alone. Don't be tempted to dig it up if it starts to grow. Leave it until the spring.