When the rocket expels its gases, the gases will gain a momentum. Through the Law of Conservation of momentum, the rocket will gain momentum in the opposite direction of equal magnitude to the momentum of the gases.
Force is the rate of change in momentum. As the rocket becomes lighter as more and more gases are expelled, the speed of the rocket will start to increase (since p = mv, and p is reliant on the momentum of the gases as per the Law).
Hence the momentum of the rocket is increasing. As force is the rate of change in momentum, then the force on the rocket is increased. Now:
since F = ma, a will increase since m is decreasing