That's because Sceptile is only compatile from pokemon in the Dragon (Salamence, Kingdra, Gyrados, Etc.) and the Monster (Exploud, Aggron, etc.) egg groups. Otherwise, it won't breed. A traded pokemon is also more likely to breed. If you need help on finding a compatible pokemon, ask me if the pokemon you're going to try is compatible, and I'll tell you.
You're going the right direction with Rhyhorn, but it seems that pokemon of different species that aren't traded have a VERY small chance of breeding. Maybe you should try evolving it into Rhydon...(Level 42)