Receiving rocket fire is always a pain, but against the AI (in the single player campaign) it is particularly awkward because the AI usually outnumbers you with a lot of supporting units.
A few bits of advice against rockets are:
Try and eliminate rocketeers early, they are very dangerous (as you've presumably noticed).
Be afraid of walls and cover, they are murderous.
Rocketeers cannot hurt a unit stood out of explosion radius of objects, ie a unit out in the open.
Stand back from cover. If you're 20m away (or whatever is out of blast radius) from cover and the enemy is 100m away then you still get the cover bonus.
How exactly does cover work in Frozen Synapse?How exactly does cover work in Frozen Synapse? is useful for more information here.Rocketeers can only fire about every ~5 seconds - so once per turn - if they fire at the end of one turn you have several seconds to charge them down at the start of the next.
Units can shoot through explosions, so if you stand back from a wall that gets hit your units may be able to fire at the rocketeer through the newly created gap.
Units can run through explosions, which can be useful for catching people off-guard. The damage is only for the instant the rocket hits, the visible explosion has no effect. You can create a path through a wall (that you expect to be destroyed) using a Shift+
Click
when placing a waypoint, if it's not destroy the unit will just "stop" in the wall.
And I'm afraid that's all I can offer, the rest is down to you finding a way to out-manoeuvre and out-smart your opponent. But do note that the single player campaign is intentionally difficult. At least I've seen the developers reference this on their Twitter stream a few times before, I'll hunt for an example of this later, if I've got the time.