Modeling in the head: the difference between propellors and jets or rockets
A propellor might be viewed as a device for pushing against the air to get oneself moving. A jet or rocket, on the other hand, would be viewed as a device for pushing against its own propellant, which gets left behind (usually in burnt or catalyzed form, though you can also use pressurized fluids as in those pressurized air-water toys). The difference between a jet and a rocket is whether or not the propellant includes air scooped up by the machine; a jet does use air from outside, while a rocket does not (which is why rockets can be used in outer space).
My first model rocket was actually a Vashon Industries one powered by pressurized freon. Those freon-powered model rockets sure sucked. :)