The Match and Needle
In between your thumb and index finger tightly hold the match and the sewing needle together and wrap them both with a 1-inch square piece of aluminum foil. Make sure you fold the two firmly enough such that the needle does not slip through.
Removing the Needle
Once you have tightly wrapped the match stick and needle together now slowly remove the needle. There will be some space or tunnel created by the needle which will act as exhaust for the rocket.
Making the launcher
After that, make a launcher for your rocket with a help of paper clip such that it makes an angle of 45 degree with the horizontal. This will make the match stick look like a real rocket placed on a launcher.