Golden rocks obtained by training Dungeoneering are part of the Statue of Rhiannon. Two are required each to complete the statue each time that it is built. Golden rocks may be stored inside a statue collection bag.
Golden rocks can be obtained by completing dungeons in Daemonheim. Rocks are awarded at the end-of-floor interface. The amount of experience rewarded does not affect the chance of obtaining a rock, so it's advisable to complete small, complexity 4 floors with a friend for quick rocks (complexity 1 has more key doors, making it more maze-like, and more guard doors, both of which take longer than skill doors found on complexity 2-4).
Golden rocks can also be obtained by completing Sinkholes (they are awarded at the end of the current Sinkhole after the lamps have been allocated) and the Temple of Aminishi (as a random drop when killing monsters).