For your purposes, if the smoke is supposed to shoot straight out the back of the rocket, with no trailing movement at all, then you might be fine parenting it to the rocket. First try just adjusting the force directions in the particle motion tab and parenting the emitter to the rocket, shooting in the direction you want it, relative to the rocket.
Another possibility, if you don’t parent it to the rocket, woudl be to use an empty with a wind field on it in the appropriate direction that you want your smoke to blow. The empty would be parented to the rocket so that the “wind” follows the movement of the rocket.
For natural trailing smoke effects, there seem to be some problems parenting the smoke emitter itself to the object it’s supposed to follow. Which means that if you want the smoke to trail along the path that the rocket has taken, you’re probably going to wind up having to animate the smoke by keying its positions independently, rather than parenting it or constraining it to the rocket. This is kind of a bummer: