Climbing roses will need their main stems (which form the framework) tied to wires sooner rather than later. If, like me, you have a rose that you want to train up a chestnut pole, these stems also need securing. Remove the dead, damaged and diseased wood first (the 3 d's) and then any crossing branches and spindly growth. Finally, laterals need to be cut back to about 4 inches. Once you've done all this you can then start tying-in.
The best way to achieve this is to secure your twine to the pole and then tie in each main stem. Do this by taking the twine around the outside of the stem, take it underneath, then return over the top and progress to the next stem.
Once all have stems have been tied-in you should have something looking like this. The twine isn't fixed too tightly but just enough to prevent stems from waving around in the wind.