Here are two controllable rocket types for the Blender Game Engine.

You can shoot those rockets with the left and right mouse button.

Rocket 1 (Left mouse button)

A Rocket which tracks the mouse cursor, as we know it from some Games.

Rocket 2 (Right mouse button)

A Rocket with a built-in camera is controlled by mouse movement.

Basic Controls:

P-Key.................Starts the Game Engine

W-Key.................Move forwards

S-Key.................Move backwards

D-Key.................Move to the right

A-Key.................Move to the left

Hold Spacebar.........Player moves faster

Q-Key.................Jump

F-Key.................Changed the daytime forward

B-Key.................Changed the daytime backward

This Blend file only works correctly with Blender 2.72 and with higher versions, i hope.

https://www.youtube.com/watch?v=JjOA38Ey8tg