Since rosemary is a tender shrub that overwinters well in Zones 8 through 10 and Nashville is in Zone 6, you’ll be taking a risk by leaving yours outside through the cold season. But it’s worth a shot. Mulching heavily is a good idea—try surrounding the plant with leaves packed into black plastic bags—and consider building a cold frame for the plant. Also, if you can, put the plant on the south side of your house, up against a wall for protection, but in full sun. This may provide enough warmth to help the plant survive the winter.