My university doesn't have an aerospace undergraduate program, either. I would talk to an advisor to see if you can earn a Mechanical Engineering BS (most closely related to Aerospace Engineering than any other discipline, in my opinion) with an emphasis in Aerospace courses. You might be able to take several applicable technical electives in courses such as Compressible Flow, Aerodynamics, Computational Fluid Dynamics, etc. You'll already be taking Heat Transfer and Fluid Dynamics as an ME major, which AE engineers use all of the time. That should qualify you to design rockets, etc. If your employer wants you to go on to get an MS in Aerospace Engineering, usually they will pay for your education.
EDIT: I am studying ME, and have several classmates planning to do AE. If I mentioned a blanket statement about AE that is incorrect, let me know. :)