I agree with Loadman .... if you find out how to start individual games from the command prompt window rather than using the RockNES GUI menu interface for selection, then we can help you out. I was not sure you were trying to bring up the GUI interface only in RockNES. I figured the whole point of a FE was to start individual games instead of starting a GUI menu front end application only for a particular emulator.
(EDIT)
I just downloaded RockNESx again and tried playing around with it. It does not seem to be this emulator is a "command line friendly" emulator. In the help page regarding the emulator it states that the command line is supported however I can not find an evidence to support this statement. Once the game starts then you can press "Q" to have the emulator application quit ... which is nice, however, starting an individual game from the command line is not nice.
In order to start a game from the command line you must first start the game from the command line (ex: rocknes galaga.zip) but you must then confirm you actually want to start the game by clicking "OK" in the confirmation window which appears (or from the keyboard simply press ENTER key).
Now if you started a game previously using the format "rocknes galaga.zip" then next time you want to start a game in the emulator by using the same format then the emulator tries to be smart and remembers what the last game you played. This results in the emulator trying to execute the "rocknes galagazip.galaga.zip" file, which does not exist. Basically, it appends "galaga.zip" to the entered command line game file name.
Anyway, I stopped looking at it after all these weird things occur.
What you need to try and figure out is whether the command line parameters exist for the emulator which allows a game to be started without having the emulator prompt you for confirmation and without the emulator trying to be smart enough to append the last played game to your command line request.
I know this does not help you much, but at least I tried ....
PS: Why do you want to try to use RockNES anyway .... I found the "FceUltra" emulator to work very well with Nintendo NES games from the command line. I am using "FCEU-0.98.13-pre.zip" version.
Good luck