The previous answer is in fact a misconception. If it were true then how does the rocket travel forwards when it is far from the ground?
Well, as the fuel burns matter is ejected from the rear of the rocket. The rocket exerts a backwards force on the mass. This mass exerts an "equal and opposite" (Newtons third law) reaction force on the rocket which pushes the rocket forwards.
It is the same as if you stand on roller skates and throw a heavy bag forwards: This will cause you to move backwards.
Well, as the fuel burns matter is ejected from the rear of the rocket. The rocket exerts a backwards force on the mass. This mass exerts an "equal and opposite" (Newtons third law) reaction force on the rocket which pushes the rocket forwards.
It is the same as if you stand on roller skates and throw a heavy bag forwards: This will cause you to move backwards.