Thinking Home simplifies this by providing a single button to setup of the Socket Rocket. It is available when editing a Socket Rocket device.

Whether using the Setup button or doing it manually,

Start by turning off power supplying the Socket Rocket and then turn it back on.

Within 30 seconds of restoring power, send 3 consecutive On commands, spaced about 1 second apart for the house and unit you want the Socket Rocket to respond to. On the third On command, the Socket Rocket will turn on its lamp to indicate successful learning of the new ID.