I have replaced a set of rockers on a Focus before and it was a fun project!
I did it by drilling out all of the spot welds on the rocker and removing the old rusted out one that was in there. I then welding the new one back in place using all of the factory weld in points. Smoothed the welds out and used some filler to fill the holes, used 120/320 grit paper to smooth things up. Primed then painted and done.
Took a weekend to do both sides but was worth it.
You don't need to support it when its off as its mainly a cosmetic piece. As far as what grit to use to remove the rusty spots, I usually start off with a 80 grit on bad spots then work up to something less aggressive.