Bullets rebound off of walls?

I'm using the 'rocketlauncher' script and the 'rocket' script from the FPS tutorial in my project. In the actual completed fps tutorial, the rockets fire and explode as expected. Now in my project where i have imported the scripts etc, set it up just like the fps tutorial, I fire a missile and it will rebound at least once off of a wall and the explode, rather than just hitting and exploding. Can you help me with this?

Set it up with something like this:

var explosionPrefab : Transform;

function OnCollisionEnter(collision : Collision) {

Instantiate(explosionPrefab, transform.position, Quaternion.identity);

// Destroy the projectile
Destroy (gameObject);
}