www.invasive.org is a good resource for anyone interested in determining if a plant is considered invasive. Dames rocket (Hesperis matronalis) is not native and is invasive. Pretty or not, like it or not...we all have a responsibility for the species we introduce to the landscape. Primum non nocere (First, do no harm.) Don't plant it if you are uncertain! Another good source of information is the USDA PLANTS Database website http://plants.usda.gov/ (technical and plant geeky, but definitive...and you'll need to spell things exactly correctly or you will get "no results".
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