How can I break the corrupted rock?

It actually is breakable using Bombs. It's just not possible using Grenades.

You might be using grenades they don't destroy anything so that's use less. You can use bombs or grenades to destroy the ebonstone and also the nightmare pick or better.

if you have the Merchant, buy a Bug Net, catch Critters with it (if they say they can be used as Bait, keep them) make a Reinforced Fishing Pole with Iron or Lead, go to the ocean, and fish, you might (eventually, just be patent, it you aren't, go my other way), after a while, get a fish called a Reaver Shark, equal in level to the Molten pickaxe, which you get from Hellstone Bars, from Obsidian (water and lava mixed) and Hellsotone, (from the Underworld), both which you have to mine with a Nightmare Pickaxe, requiring breaking the Ebonstone from the Corruption (the rock you are talking about), breaking the three purple orbs (called Shadow Orbs, killing the boss you have summoned (called the Eater of Worlds), and making it from the Shadow Scales and Demonite he drops.

Making Community Wiki, from Yharon