Righto, well what you want doesn't change reality. You asked if you can have more than 8 lights, and the answer is no. At least not DirectX light sources; as Mustang pointed out, even 8 DirectX light sources is a lot, and as Beaker pointed out there are a variety of ways other than DirectX light sources which can be used to do lighting effects. If you explained in more detail what exactly you are doing (how many rockets simultaneously? where is the camera relative to those rockets? etc.) we might be able to help come up with a way to get the effect you want.