Rocks are NOT free, citizen.
Firstly, you must manoeuvre the Emperors naval vessel within the asteroid belt, almost assuredly sustaining damage to the Emperors ships paint from micrometeoroids, while expending the Emperors fuel.
Then the Tech Priests must inspect the rock in question to ascertain its worthiness to do the Emperors bidding. Should it pass muster, the Emperors Servitors must use the Emperors auto-scrapers and melta-cutters to prepare the potential ordinance for movement. Finally, the Tech Priests finished, the Emperors officers may begin manoeuvring the Emperors warship to abut the asteroid at the prepared face (expending yet more of the Emperors fuel), and then begin boosting the stone towards the offensive planet.
After a few days of expending a prodigious amount of the Emperors fuel to accelerate the asteroid into an orbit more fitting to the Emperors desires, the Emperors ship may then return to the planet via superluminous warp travel and await the arrival of the stone, still many weeks (or months) away.
After twiddling away the Emperors time and eating the Emperors food in the wasteful pursuit of making sure that the Emperors enemies do not launch a deflection mission, they may finally watch the ordinance impact the planet (assuming that the Emperors ship does not need to attempt any last-minute course correction upon the rock, using yet more of the Emperors fuel).
Given a typical (class Bravo-CVII) system, we have the following:
Two months, O&M, Titan class warship: 4.2 Million Imperials
Two months, rations, crew of same: 0.2 MI
Two months, Tech Priest pastor: 1.7 MI
Two months, Servitor parish: 0.3 MI
Paint, Titan class warship: 2.5 MI
Dihydrogen peroxide fuel: 0.9 MI
Total: 9.8 MI
Contrasted with the following:
5 warheads, magna-melta: 2.5 MI
One day, O&M, Titan class warship: 0.3 MI
One day, rations, crew of same: 0.0 MI
Dihydrogen peroxide fuel: 0.1 MI
Total: 2.9 MI
Given the same result with under one third of the cost, the Emperor will have saved a massive amount of His most sacred money and almost a full month of time, during which His warship may be bombarding an entirely different planet.
The Emperor, through this His Office of Imperial Outlays hereby orders you to attend one (1) week of therapeutic accountancy training/penance. Please report to Areicon IV, Imperial City, Administratum Building CXXI, Room 1456, where you are to sit in the BLUE chair.
For the Emperor,
Bursarius Tenathis,
Purser Level XI,
Imperial Office of Outlays.