Koh Tao does have the nickname of the "Rock", so it's hardly surprising that you can go rock climbing here.  There's a company that specialises in non diving activities here on Koh Tao called Good Time Adventures (GTA).  Rock Climbing is relatively new to the island compaired to the more established scuba diving industry but the team down at GTA will give you a great experience.  We can book any of these activities for you either from our reception or in advance if you'd like, or if you prefer check out their website and book it direct at http://www.gtadventures.com.