The best way to start is always with the fundamentals. Justin Rose has impeccable fundamentals. There are so many swing faults that are actually caused by poor fundamentals. I know it is boring...but...more players should spend more time working on their grip, stance, posture and alignment. There are many swing faults that almost disappear because a player starts using proper fundamentals. Jack Nicklaus always said that he would play for three weeks and then spend a whole practice session working only on his fundamentals. To me...that gives the basics a lot of importance. You can tell Justin Rose has heeded that advice.
Now look at his stance and posture. Look how tall he stands into the ball. That is key. You don't have to be tall, although he is listed at 6'3", and you can see how he uses all of that height in his stance. When players stand small into the ball they end up with a rounded back and knees that are bent too much. This leads to two problems...an inconsistent swing and possible injury as it is harder on your body.
Justin Rose definitely has a setup position you want to copy. Look at how sharp his lines are...from his ankles to his knees, knees to hips, hips through his spine, and finally to the top of his head. You get the sense that each part of his body is being as 'long' as possible. If you want to setup like him then you will need to lengthen your spine by flattening your back.
The best way to practice this is by standing in front of a mirror. I would suggest bringing your computer (if you have a laptop/iPAD/iPOD)to a mirror so it makes it easier. Now start with your feet and work your way up to your head...copying his position. For a setup routine to help you please check out this lesson Driver Full Setup.
Now for his swing. I want you pay particular attention to his takeaway. There are many players out there who start their backswing with their hands but there body does not move at all. The key to a smooth backswing, which creates much more consistent ball striking, is that your hands, arms, shoulders, hips, knees and even your feet all move in unison. Watch his move over and over to get a great sense of the uniformity of his backswing. You will see very clearly that his hands start the backswing, but that his shoulders and body move with them. That is how he maintains great positions through his entire backswing. If you move your hands but not your shoulders your swing will usually get off line by getting too steep. It is very hard to be consistent from a steep position. Make a move like Justin's for better swing positions...not to mention a better swing rhythm.
I hope you found Justin Rose: Learn Pro Swings helpful for your game. Good luck with your practicing and playing.