Why did rocky planets form closer to the sun and gas planets farther from the sun?

the heat from the sun burns off gases and atmosphere, leaving only what can withstand the high temps ------------------

The above answer is not strictly true. It's actually down to the formation of the solar system, called (I think) "the solar nebula hypothesis", the planets were all formed from a rotating mass of gas and dust, all at the same time. Closer to the sun, denser elements were formed and held in its gravity, and hence formed the more dense planets, whereas the more gaseous, lighter elements were held further out in the sun's gravitational field. Nowadays (if I can use such a narrow term) the large gas giants retain their gas because they have such a great mass that they have very strong gravitational pulls of their own so only the very very light elements escape. Planets like the earth cannot retain the very light gases such as helium in its atmosphere because its gravitational pull is simply not strong enough.