David,
What version of the product are you configuring? Rocket has a public doc site available at "https://docs.rocketsoftware.com/". You can filter by product name and version from there. Assuming you are using Rocket TE Web Edition, it first tries to extract a user ID from the HTTP header “Authorization” and then authenticates with the user ID list configured through the Admin console. You can check the server log ( /bzwapps/logs) for additional errors/information.
Mike