This area is mildly confusing, even to the locals I was with. The easiest way to get to Rocky Knob is to follow the Rocky Knob Trail map. We saw red blazes, white blazes (Appalachian Trail), but no orange blazes where the "getting there" directions mentioned. By following the map I've mentioned, it's a whole lot easier to get to Rocky Knob.
Your link to Michaux State Forest is broken. It should be: