When your ball is laying in thick rough or long grass it is often difficult to get it back onto the mown grass.
What tends to happen when you make your stroke is that the grass grabs the bottom of the shaft of your club and slows it down before your clubhead arrives at the ball. The result is that the clubhead gets twisted into a 'closed' position. This means that the clubface loses some of its loft and quite frequently the ball just buries itself further into the rough.
The way to combat this is to address the ball with the clubface 'open'. Then, when the grass grabs the bottom of the shaft of your club and 'closes' it the net result is that the clubface is in the correct position for striking the ball in the direction you wanted it to travel in.
One further point about playing from the rough, always grip the club more firmly than you would normally. This is also to counteract the effect of the grass tugging at your club and causing it to move off line or to twist in your hands.
Hope this helps.
All the best
The Golf Bandit