GetComponent "returns the component of Type type if the game object has one attached, null if it doesn't."
function GetComponent (type : Type) : Component
You need to specify which component you wish to access. If it's one of the standard components, you can access it directly - check the list on the Component script reference page.
For example, `rocket.rigidbody` directly references the rigidbody component of the rocket.
GameObject instantiatedRocket = (GameObject)Instatiate(rocket, position, rotation);
Component comp = instantiatedRocket.GetComponent<Component>(); //this should work now