Originally Posted by StephTell

For fuck's sake, what's so hard to get your head around???

The spaceshuttle doesn't 'leave anything behind', nor does your average fireworks rocket.

As Nige explained, very clearly might I add, the shell contains both propellant and warhead.
The shell is nothing more than a stabilized tube filled with a fuel and a warhead on top.
When the fuel ignites (by means of the fixed firing pin) it burns so rapidly that it propelles the shell out of the mortar tube.