There are a few things to keep in mind, starting with which rose to pick for drying:
- Roses that are too old, too wide open or about to loose their petals will have a higher tendency to fall apart after drying.
- Wide open flower heads will collapse during drying. Also the then clumped-together petals have a higher risk of staying moist too long and getting musty or moldy.
- Flower buds will stay very compact, again with a risk of mold.
- Not all colours dry well - whites and light yellows tend to develop brown spots, very dark reds become blackish. As a rule of thumb, colours get darker during drying.
So a semi-open rose in a medium pink, orange or red is a good starting point.
For drying, the main issue is to ensure a good airflow and low humidity. Cooler is actually often better than hot and humid. By all means, keep the flowers out of direct sunlight.
It might be tempting to take that bouquet and just hang it upside down (and it sometimes works), but taking it apart and hanging individual flowers is the safer way to go. Whether you use pieces of string or clip them with clothespins on your laundry rack is up to you. Also, think about removing the lower leaves, they tend to get in the way or crumble when arranging the dry flowers.
Some prefer to spray the blooms with hairspray or laquer, but while it preserves the colour, it can increase brittleness.
