In general, Phyllis, in Ohio roses should get their annual pruning in March or early April, just before the season's new growth appears. There are some caveats, which are addressed in this article from the Ohio State extension service:
I like to prune at the point where the new buds are swelling but less than 1/4 -1/2" long. Look for the first buds at the tops of the branches. If they are about a 1/4" the lower ones that you are pruning back to will be visible and make it easier to plan your cuts. After pruning I usually feed when buds are 1" long. Wear gloves and long sleeves and use SHARP pruners.
What type roses do you have?