Rhododendrons as well as Holly, Oregon Grape, Mountain-laurel, and Japanese Pieris are prone to windburn. They should initially be planted in a sheltered location. If this was not possible and your plant has a lot of brown, burnt leaves in spring due to windburn or sun scald you will need to take precautions for the winter months.
Surround your Rhododendrons with burlap stapled to sturdy garden stakes.
Leave the top of the tent open and place a thick layer of leaves or chopped conifer branches to help insulate the root zone and preserve moisture to the soil.
You can also spray Wiltpruf on the foliage to seal moisture in the leaves while still allowing the plant to breathe.