A rogue planet is one that is not bound to (in orbit around) any star. It has escaped its "parent star". According to the maths, most planetary systems end up ejecting a few planets during their formation.
Although they exist, there does not seem to be any in our immediate neighborhood.
As for the one said to threaten our planet, according to Nancy Leider's story, it will cause the end of the world in May 2003.**
Get ready for it.
**It was the famous "Planet X". The one that got mixed up with a fictitious planet called "Nibiru" (from a totally different story) for the so-called Mayan Calendar end-of-the-world of December 2012. Nibiru is not a rogue planet in its story (The Twelfth Planet, by Z. Sitchin, 1970).
Since the Big 2012 Hoax, the idea comes back (as a hoax) almost every year. Get used to it.