Since Double Knock Out is hardy to Zone 4, you shouldn't need to do any winter prep. If you are worried, maybe pile up some leaves around the base. I would think that would be more than enough.

Kate

I agree with Kate. Although advertised as very hardy, mine experiences dieback and I have to prune it back quite a bit each spring. My only concern is to protect the crown and oak leaves do that well.
After spring pruning, it recovers quickly