Fix for the Rocket Player Volume Issue
I had this exact same problem with the Droid Raxr Maxx HD and wrote to the developer to let him know about it. He emailed me today and sent me a new .apk file to beta test to see if the volume issue was resolved. It worked just fine, no matter if the songs moved onto the next one on their own or if I clicked the Next button.
I also tested if it worked using a Smart Action to start the Rocket Player when I plugged my headphones in and used the Smart Action to set the volume to Medium. No issues there either. So, I imagine an update will be coming soon!