It's fairly simple. Just make a sloping cut above an outwardly pointing bud. Any good gardening book will contain a diagram showing how it's done. You should do it in early spring.
Greenhouse has given you good advice. Interestingly though, Kew Gardens did a trial a couple of years ago and found that the rose beds they pruned with a hedge trimmer fared much better in terms of following flower growth than those pruned by hand! I think it probably depends on the type of roses. Standard roses hand pruning, bush/ramblers hedge trimmer?