Assuming you are drawing from a live subject or a photograph, study the subject before proceeding. Presumably, you've drawn the outline of the rose already and are now ready to shade the rose. Where does the light fall? Where are the colors the richest? Where are the shadows?
With your sharpened pencil, make a few practice marks on a piece of paper. Hold the pencil on its side so that you are marking the paper not with the tip but with the side of the lead.
Beginning with the shadowed, darkest areas of the flower, shade the petals with the side of the pencil lead. Make the shadows light at first--much more light than they will eventually appear. Assume you will go over the shadows later to darken them.
Move into the lighter areas with your pencil. Lighten your pressure on the pencil so that this area is not as dark as the shadows.
Go back into the shadowed areas of the petals and darken them gradually. As you do, smooth the transitions between the shadow and the lighter areas.
Continue until the shadows are as dark as they appear on the subject.
Erase any areas where the shading of the rose went outside the lines.
Sharpen your pencil.
Drawing with the tip of the pencil, tighten and neaten the outline of the petals. Darken the outline of the rose slightly to give it a trim, contained appearance.
With the pencil tip, lightly draw hints of a few veins of the petal. Do not go overboard with this.