DevonTaig:
Be aware that you do NOT need MSR brand fuel to run a Pocket Rocket. Yeah, MSR says that you do, but that's a bunch of hooey. Jetboil, MSR, Snow Peak, Optimus, Primus, Brunton, Coleman, Glowmaster, etc. -- they're all interchangeable
as long as you get the dome-shaped standard threaded canisters.
The Big Five near me carries Coleman brand canisters, and I imagine the one you called does too.
NOTE:
Do not get Camping Gaz brand canisters. Camping Gaz canisters are not threaded and are not compatible with MSR stoves (except the MSR Superfly).
For the future, you can mail gas canisters ahead to your hotel. It's perfectly legal in the United States to mail a gas canister provided that it's less than 1 liter in volume, meets DOT requirements, and is a "consumer good". MSR canisters meet all of these requirements. You must mark the package "ORM-D, Surface Only" and "Consumer Commodity". Sometimes the local post office will give you static when you try to mail it. Tell them to refer to USPS Pub 52 (DMM), section 342 for further information. Here are the relevant links:
http://pe.usps.com/text/pub52/pub52c3_017.htm
http://pe.usps.com/text/pub52/pub52c3_017.htm#ep898824
HJ