Rocky is a friend and travel-mate of Angelika's. They met sometime while Angelika was running away from home, and the two helped each other to survive ever since. Rocky was introduced a page after Angelika was, and has remained with Julie's group ever since.
Rocky's motives for joining the group are primarily the same as Angelika's. Rocky wants to amass as much wealth and combat experience as he can. Through this adventure with Julie, Rocky has already become a much more powerful thief, and gained considerable wealth for a boy his age.
As a person, Rocky isn't the friendliest or most pleasant to be around. Those who know him know he frequently has a sour look on his face. He too shows signs of being burned by folks who may have taken advantage of him, but Julie has helped him to come out of his shell a fair bit since the story started.
Once you get to know Rocky, he's not as unfriendly as a first impression shows. He also seems to be pretty committed to Julie's quest, and gives them his all.
Rocky's contribution to the group is his thieving skills. When the right opportunity presents itself, he can strike deadly blows in combat...usually after Lenny has waded into melee to cause a distraction. He is also very good at opening locks and disarming traps, both mundane and magical. He even has some skills in gathering information at his disposal, despite what Angelika thinks of his social skills.
When Jordie gets kidnapped, Rocky's world gets rocked somewhat when Angelika decides to leave the group. Angelika wanted to save him, but didn't want Julie to put the quest on hold to do so. Angelika leaving upset Rocky greatly, but he's doing his best to keep going.