As well as that moment when he first sees the Giant, the first thing he does after his Oh Crap moment is quickly try to get Hogarth away from what he believes to be a threat.
General Rogard's Kick the Son of a Bitch with Mansley. After the former orders the nuclear missile fired at the giant, Rogard points with the rate it's coming it's going to kill them all, and Mansley's Screw This, I'm Outta Here, but Rogard orders his men to "make sure he stays here like a good soldier," and keep from running. Of course the missile doesn't kill any of them, but seeing Mansely get get what's coming to him, plus Rogard is still pretty cool even with his imminent death approaching.
More from General Rogard. Earlier when Hogarth and Dean devise a plan to hide the giant in plain sight, (Also an Awesome Moment for the speech Dean gives about the Iron Giant to the military. The work of art, that is.) Rogard chews out Mansley big time for the false alarm, so loud that Hogarth can hear it from inside Dean's quonset hut. Doubles as Crowning Moment of Funny.
Gen. Rogard: You realize how much hardware we hauled out here! You just blew millions of Uncle Sam's dollars out of your butt!