How are you making them? Are you starting with a teardrop shaped tip first that you've "glued" onto a toothpick (or spaghetti as the new Wilton courseware says)? This is the center of your rose and you have to let it dry for 48 hours first before you can continue to make your roses.
I have the rose petal cutters from the gumpaste flowers kit which comes in 3 sizes. I think I use the large cutter. The link below is to Wilton's online instructions for making the rose and they are using a tulip cutter which they then separate the petals.
I couldn't tell from your picture if you had it on a toothpick, but you'll find that it makes it much easier to work with, plus then they can be easily stuck on a cake.
If you check my photos, the last cake has a closeup of some of my roses.
Thanks for the link. I make the cones and let them dry completely on a wire but on this rose the wire wasn't secured and somehow it came off.