You cannot launch rockets "directly at the sun". We're orbiting the sun. All the rockets we launch are orbiting the sun by default. The way you hit the sun is by slowing down the rocket from the Earth's starting orbital velocity so that it can fall into the sun. You actually have to point the rocket away from the orbital vector of the Earth which would be perpendicular to the sun and fire the rocket to slow it down.
Side note and fun fact, it takes less energy to speed up a rocket from Earth's orbital velocity to escape the entire solar system than it takes slow it down to reach the sun.