We study theoretically the proximity effect in a ferromagnetic semiconductor with Rashba spin-orbit interaction. The exchange potential generates opposite-spin-triplet Cooper pairs which are transformed into equal-spin-triplet pairs by the spin-orbit interaction. In the limit of strong spin-orbit interaction, symmetry of the dominant Cooper pair depends on the degree of disorder in a ferromagnet. In the clean limit, spin-singlet $s$-wave Cooper pairs are the most dominant because the spin-momentum locking stabilizes a Cooper pair consisting of a time-reversal partner. In the dirty limit, on the other hand, equal-spin-triplet $s$-wave pairs are dominant because random impurity potentials release the locking. We also discuss the effects of the spin-orbit interaction on the Josephson current.