Propulsion. Energy is forced outward causing the rocket to fly. There are also a number of other technologies applied to rocket flight.
1 Additional Answer
Rockets fly by generating huge amounts of gas in their engines. This gas is then ejected from the bottom of the rocket at high speeds and provides the force to push the rocket forward. You can find more information here: http://starryskies.com/articles/dln/1-99/rockets.html