The first thing to do though is to cut off the leaves. Do this after the temperature has gone low enough to blacken the edges of the leaves. This triggers the plant to go in to a state of dormancy.
Then wrap the stem in a few layers of horticultural fleece. This will have to be tied to keep it in place. If you live in a fairly mild winter area this might well be enough but for harder areas then you are going to need further protection. Hesian sacking can be wrapped around the fleece. This is quite awkward stuff to get in place and will have to be tied like the fleece. make sure that the ties have a bit of play and are not strangling the stem.
For the really cold areas you are going to need a further layer. The most effective insulator for this is straw. the problem is getting it to cover the stem. One method is to make a chicken wire cage around the stem, held in place by a couple of stakes. This can then be filled with straw.
The problem with any wrapping is that the stem can easily start to rot if it gets wet or has no air circulation for extended periods of time. To help to alleviate this, the stem needs to have a final outer layer that is waterproof. Old washing line covers are ideal. The stem should also only be covered when there is a real risk of very low temperatures.
The roots should be covered with a thick layer of mulch.
