It is okay that the URL changes to http://mysite.com/contact/#rocket, but you should change the way you are defining your anchor on the target page.
Instead of using this method
<a name="rocket"></a>
<div>
<h3>The Title</h3>
<p>some text</p>
</div>
You should add an ID to the content you want to jump to like this:
<div id="rocket">
<h3>The Title</h3>
<p>some text</p>
</div>
This way your HTML markup is cleaner and there isn’t an extra <a>
element for the jump.