Really needs a lot of improvement

I can't see why you actually submitted this, it's just not finished.
It needs enemies, because you have nothing to shoot down.
The graphics could've been way better, you should pick a style and do the whole game in that style (you could for example choose a cartoony style).
And like has been mentioned before the rockets shouldn't be attached to the plane, make objects/movieclips of them.
You could add a mute button and different songs, maybe a song for the menu that's different than the one(s) in-game.

Try to improve on these things and one day you could become one of the best.
And since it's your first flash game, I won't be so hard.

well...

The game itself is very simplistic and doesn't really offer very much entertainment. Though What you went for was a pretty good idea. I can see great potential in it if you chose to try your best and expand this into a real game. Now the one thing you might want to try out is to have your shots actually leave the space around your aircraft; to just keep going separately when you move away. Secondly you might want to add perimeters instead of having an endless area around. Thirdly, add in enemies, different levels, some health power ups involving your weapon as well as your plane. With all that said in done, all i can say is for you to maybe do some research for ideas and goodluck.

Ok....

.......This game has alot of potential but 1 thing i must add is where the hell are the enemies, and im sorry to criticise but whats the point of the rockets if u cant shoot at anything and i found that after u fire a rocket it still moves with your plane, and also u can travel for miles outta the screen.But as you say this is your first attempt at a game and i must say it was alot better than my first attemp at college 1 yr ago. Thats why i give u 5/10. Give this a whole revamp and u could be on to a winner.

It's a start...?

The rockets moved with the jet- kind of weird. Maybe attaching new MovieClip instances as rockets they're fired would work better.

Good idea

I think this would be an excellent game if you put some enemies and power ups into it. The sounds were good and the graphics looked pretty nice too. Making the missiles not move with the ship would also be good. Good job.