Matt--don't give up so easily! I have a mini-rose I purchased for $1.99 @ Trader Joe's (don't know if they have an equivalent in the U.K.) back in 2001. 2006, five years later and it's still alive and not such a mini-rose anymore...
The first thing to do is get it out of the very peaty mix they come in; do this by "slip potting" which means moving it to a slightly larger pot; to a soil that has a little peat but some pumice and bark in it. You will find the rose will take off after a while and you can choose one of two paths; pot it down to a bonsai pot, or pot it up to another larger pot and just let it be a rose-that's the path I took
It doesn't mean I've given up on it for a bonsai, I'm just enjoying it for a rose right now. When the trunk looks like it's ready, I might just start looking for a proper bonsai pot.