Here's how to properly plant a new shrub around your house. Mix one part peat moss with two parts top soil for high water retention. Dig a hole twice as big as the root ball and make sure the top of the ball is level with the grade. Loosen the wrapping. If it's burlap, you can bury it and let it decompose. If it's plastic, you need to remove it completely.
For more on trees and bushes, consider:
5 Fiery Fall Bushes
Creating Privacy and Beauty with Hedgerows
How To: Transplant Trees, Shrubs, and Perennials