Smith homered twice and the Rockies beat the Florida Marlins 8-4 on Sunday following the pregame tribute to McGregor, who died unexpectedly last week.
"Today was a tough day," Smith said. "There were a lot of built up emotions inside of me. But it was definitely exciting for me to give back a little bit and run around those bases and get a little of that off of me, because I had a heavy heart going into the game."
Several thousand people attended the pregame ballpark services for McGregor, 48, who was on a business trip when he died. He was found unconscious in a hotel room on Tuesday and later pronounced dead. Salt Lake City police have said there were no signs of foul play and the medical examiner's office has assumed the investigation of his death.
"It was hard to play, but you have to be focused on the game," De La Rosa said. "Everything we did today was for him and his family. We just did the best we could."
Speakers at the memorial service included former Rockies manager Clint Hurdle, a close friend of McGregor, and his four children, all of whom wore Rockies jerseys with the No. 88, the number their father wore as a star tight end at Colorado State.
Hanging in Colorado's dugout was one of the team's jerseys with McGregor's name on the back, along with his No. 88.
McGregor's wife, Lori, and their children Jordan, Taylor, Landri and Logan later threw out ceremonial first pitches, drawing a warm ovation from the crowd of 35,883.
"When I woke up this morning, I really was asking myself how I was going to be able to get the club through this day," Rockies manager Jim Tracy said. "Then I watched the four McGregor children do what they did, and we had all the strength we needed. Their father was a special man and he'll be greatly missed. And in his honor, as I know he would want us to do, we'll move on and we'll find ways. I promise you that."
Volstad was tagged for seven runs and seven hits in 4 1/3 innings.
"I had it going the first three innings," Volstad said. "In the fourth inning, I started falling behind in the count and made bad pitches. The breaking stuff really wasn't there."
Making his 100th career start, De La Rosa (3-1) struck out six and walked two in winning for the sixth time in his last seven decisions. The left-hander gave up two runs in the fifth on successive two-out singles by Chris Coghlan and Gaby Sanchez before fanning the last batter he faced, Hanley Ramirez.
Tracy said he removed De La Rosa because of a bone bruise on the middle finger of his pitching hand. De La Rosa said he got through the fifth using only his changeup because the soreness in his finger prevented him from using the grip for his other pitches.
"It should be all right for my next start," he said.
The Rockies added to their lead with four runs in the fifth. Olivo connected for his fifth homer of the season, a two-run shot. Fowler hit an RBI triple and scored when shortstop Ramirez booted Todd Helton's sharply hit grounder for an error.
Sanchez had a second run-scoring single in the seventh and the Marlins' final run scored on Brett Carroll's grounder in the eighth, when second baseman Clint Barmes made a diving catch of Cody Ross' flare to center to prevent a big inning.
"Barmes made one hell of a play with [runners at] second and third and nobody out in the eighth," Marlins manager Fredi Gonzalez said. "If that ball falls in, we have a different ballgame."
Six of Smith's nine hits this season have gone for extra bases (four home runs, two doubles). ... Left-handed hitters were 0 for 10 against De La Rosa this season before Coghlan's run-scoring single in the fifth. ... Marlins leadoff batter Cameron Maybin rested because of a lingering headache after colliding with teammate Sanchez at first base in the opener of Saturday's doubleheader while running out a liner to shortstop. He's expected back in the lineup Monday, when the Marlins host San Diego.