Not just a rocket in your pocket, but an entire rocket factory and launch system!

Step 1: Materials

The materials are easy to find in most modern homes:

A pocket-sized box.
A box of matches
A small scrap of wood.
Some pieces of kitchen foil

Optional extra: a pocket lighter.

Step 2: Making the Launch Pad

Take the scrap of wood, and trim it to fit inside the box.

Half way along it, drill a small hole at an angle of 45 - the hole needs to be just large enough to fit a matchstick into.

Step 3: Outfiting the Kit

Er, well, you just put it all in the box...

If you put the pieces of foil at the bottom, they'll stay flatter.

Step 4: Making and Launching a Rocket.

Take one piece of foil, and lay two matches head-to-head at one end.

Roll the matches up in the foil.

Make sure that one match can slide out of the foil tube you've made, but not too easily.

Twist the foil tightly around the other match.

Slot the rocket into the launcher, and apply heat to the middle of the foil, either with another match, or with the lighter.

After a few moments, the heat conducted by the foil will light the match-heads, and ... woosh!... off it will go.

I could make a lot of fuss about health and safety, but if you're old enough to be allowed to play with matches, you're old enough to know where and when you should launch rockets like this. If you set fire to the cat and burn down the garden, it's your own fault.