Yes the jet exaust is set up for a normal jet or rocket going farward, to get the effect you need try changing the emitter to directional then it will be a case of changing the speed...

Heres a little tutorial I did a while back hope it helps...............dave

http://s979.photobucket.com/albums/ae276/daverave-2010/MayaProjects/?action=view&current=JetExaust2.mp4