Fold up another petal and wrap it tightly around the previous petal(s).
Repeat this process for petal after petal. It is important to move the point at which the petal starts to wrap to a different spot each time so you get a staggered arrangement of the petals.
As you approach the outermost few petals, you'll see they don't wrap around the whole blossom, as they don't on a real rose. They kind of cup the inner part of the flower. To keep the petal clinging tightly to the inner petals, I use a bit of superglue. Mind your ears.
Eventually this is what the completed rose looks like.