Rock Your Phone is a third party program distribution system, just like Cydia, Icy and Kryptes.
Rock Your Phone has has a couple of programs available now of which trial versions can be downloaded and tested. Rock Your Phone also has developed a desktop client which allows you to download the applications to your computer and sync them back to your iPhone by USB. For more information visit www.rockyourphone.com.
In order to install Rock Your Phone your iPhone needs to be jailbroken.
If you would like to add the Rock Your Phone app to your iPhone, follow these steps:
Launch Cydia (or Icy. The screenshots below were taken from Cydia, but the procedure is literally the same).
Enter "RockApp" into the search box on the "Search" tab.
Click "Install" in the top right-hand corner.
That's it! Now simply return to your Springboard and tap the "Rock" icon and discover all Rock Your Phone has to offer you.