Put a rocket on wheels horizontally and then put on the conveyor belt. The rocket is gonna move forward. The engine pushes against the air. The wheels add hardly any friction so it might as well be flying through the air.
Rollers wouldnt work cos the plane would move forwards and come off them.
A force diagram would explain all.
edit: Its been a long time since I did one of these, hope the arrows are pointing the right way;