The common answer is that nothing can move faster then light. If you look deeper, you will find out that the interaction between the rocket (or whatever else) and the force that is pulling or pushing it is always based on electromagnetic radiation. Go from fuel to gas to molecules and you came at the end to the interaction between the electrons. And sometimes with the nucleus too. The interection is always an interaction by photons which are the exchange particles.
The last step you have to do is to accept that the light (the electromagnetic radiation, photons) in vacuum all have the same speed, the so called speed of light. It's proofed many times and it is one of the foundations of physics.
To make it more clear, imagine how charged particles will be accelerated at CERN. Electric fields act on this particles. How the field do this? By photons. And as faster the particles are moving as less different is the speed between this particles and the photons. There is no way to transfer the photon's impulse to the particles as they have the (mearly) same velocity.