I am having a problem getting my /var/log/messages file to rotate. Where can I set this option?

By default the crond daemon runs all the scripts in /etc/cron.daily. One of the scripts is logrotate.

#!/bin/sh

/usr/sbin/logrotate /etc/logrotate.conf
EXITVALUE=$?
if [ $EXITVALUE != 0 ]; then
   /usr/bin/logger -t logrotate "ALERT exited abnormally with [$EXITVALUE]"
fi
exit 0

As you can see /usr/sbin/logrotate