Rocket propulsion uses Newton's 2nd Law of Motion: Law of Conservation of Linear Momentum, and thus can operate in the vacuum of space. From a standard introduction to physics text: Serway, Raymond A., Robert J. Beichner, and John W. Jewett, Jr. Physics For Scientists and Engineers. Fifth ed. New York: Saunders College, 2000.
Conversely, aeroplanes operate under Bernoulli's principle and require the presence of a fluid, as scientists would say, or air, as common folks would, and thus planes can't fly in the vacuum of space:
Additionally, whilst on physics, the moon is neither a planet nor a star but is a natural satellite. Even Dish Nation goofs on the lack of scientific knowledge of their home shopping network compadres: