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If its below the graft of the rose cut it off it will be a sucker above the graft leave it.

Hi, welcome to GoY, lots of roses have new stems which are red, they're usually more robust than green stems, but they can also be suckers, so follow Thruppenybit's advice, another way in which you can usually tell whether you have a shoot of the rose you want, or a sucker, is the number of leaflets on the leaf, most roses have five, but if it's from the rootstock it will usually have seven, Derek.

If the shoot is coming from below ground, its much more likely to be a sucker, but you'll know if it is over time - it will grow much faster and taller and produce dog rose type flowers rather than the rose its supposed to be. Having different colour stems is not a reliable guide, and even 7 or 5 leaflets isn't infallible.