I'll see if I can restate the main points Mylenium made, in a slightly more diplomatic way. 🙂
- The solid you apply Particular on should probably be comp size (or at least larger than it currently is). The boundaries of that layer are currently cutting off some of your particles.
- "Size" is the size of the actual particle. I think you're asking about changing the length of the actual visible stream of particles, which means the property you actually want to change is Life (under Particle). This determines how long the particles exist after being emitted - so in this case, how long your rocket's "tail" is. Shorter Life = shorter tail. You'll want to play with the Life Random to give some variation, and probably experiment with Scale Over Life and/or Opacity Over Life so you can control the way they're behaving as they reach the bottom of the tail.
As this is a third-party product, I'd probably suggest checking out learning resources available from Maxon, who now owns these products.