We study the effect of Rashba spin-orbit interaction on the Josephson current through a double quantum dot in the presence of Coulomb repulsion. In particular, we describe the characteristic effects on the magnetic field-induced singlet-triplet transition in the molecular regime. Exploring the whole parameter space, we analyze the effects of the device asymmetry, the orientation of the applied magnetic field with respect to the spin-orbit interaction, and finite temperatures. We find that at finite temperatures the orthogonal component of the spin-orbit interaction exhibits a similar effect to the Coulomb interaction inducing the occurrence of a π-phase at particle-hole symmetry. This provides a new route to the experimental observability of the π-phase in multi-level quantum dots.