Oh there are so many ways to make Rocky Road!
easy way:
Line a 9x9 cake pan with tin foil, butter the tin foil and pour in 2 cups mini marshmallows and 1 1/2 cups walnuts and spread them around mixed up, then put the pan in freezer while you do the rest.
Microwave a package of semi-sweet chocolate chips and a can of sweetened condensed milk in 20 second intervals stirring between until its all melted and mixes smooth. Take out and add 1 teaspoon of vanilla and stir in well. Allow it to start to cool a bit but not be hard to mix then pour over cold nuts and marshmallows pressing in to make it go everywhere. Let continue to cool but take out of baking pan with tin foil as soon as firm. Peel off foil and cut into squares while still warm, soft but firm enough. Have a pan of boiled water handy to dip knife in if you let it get too cool, a hot knife will do the trick.
That one I can tell you off the top of my head, the full candy way Id have to look up, and it requires unsweetened chocolate pieces and other stuff I have to buy each time, so its not so spontaneous.
EDIT to add you need a big microwave safe bowl with a handle and a pour spout like a glass 4 cup measuring cup to do this safely, and a good oven mitt. I have done it with dark chocolate chips too, but as the package is smaller you need to get more, check the weight, I can't think of it right now.