I can understand why Phil chose not to answer here and I appreciate his manners but that is not the only meaning of pocket rocket. It has other meanings as well. It also means a small car with lots of power. And a small but powerful handgun used for self-defence. Small enough to be easily hidden in one's clothing, e.g. in a coat pocket.

I have a website that can answer almost all your questions about English expressions, including this one. But I would feel too offending to answer it for a girl. So, if you are interested, you can check this out. www.thefreedictionary.com It is a really helpful website!