nose cone

from The American Heritage® Dictionary of the English Language, 5th Edition.

• noun The forwardmost, usually separable section of a rocket or guided missile that is shaped to offer minimum aerodynamic resistance and often bears protective cladding against heat.

from Wiktionary, Creative Commons Attribution/Share-Alike License.

• noun The forwardmost part of an aircraft, rocket or missile; it is shaped to minimise aerodynamic resistance

from WordNet 3.0 Copyright 2006 by Princeton University. All rights reserved.

• noun front consisting of the conical head of a missile or rocket that protects the payload from heat during its passage through the atmosphere