That's a permissions issue. Make sure the account you are using has permission to write to the joomla root directory and has the correct owner/group. Also ensure that you unzipped the rocketlauncher on the server (not locally, and then uploaded).
For permission issues check...
i) site > system information > directory permissions - are all GREEN (except config.php which should be red)
ii) check folders are 755, files 644 and that owner/group are correct using ftp client
iii) specifically check cache folder and css-compiled folder
iv) check that your are NOT using apachehandler for you hosting and that instead you are using fastCGI/cgi. If you are you need to correct this in cPanel or Plesk or ask your host to change this. Then you'll have to start again afresh.
v) Use the Joomla Forum Post Assistant to do detailed checks
Please search forums before posting. Please make sure your post includes the version of the CMS you are using and a link to the problem. Annotations on screenshots can also be helpful to explain problems/goals. Please use the "secure" tab for confidential information.