Martha Stewart. When you click on that link it will give you the step-by-step instruction on how to make them, and you could easily change out your paper and candy (maybe something fun to go with theme - like Pop Rocks? :)) to coordinate with the colors of your party. What a fun and adorable idea!
Need a cake to go with your party theme? Check out this fun and simple rocket cake from Parenting magazine.
What would a little boy's rocket themed party be without an actual rocket launch? Check out this great idea for a water bottle rocket launcher from Me and My Insanity. That sounds like a "blast" of a way to top off a fun birthday party!