Okay so one day, my friend brought up rocky for the movie and suddenly started talking about the soundtrack. So you know the scene where rocky is training to fight the soviet guy? Well I think that they play "The Final Countdown", and he thinks that they play "The Eye of The Tiger". What song do they play?

You can look here as the song your mentioning isn't listed in the soundtrack.

http://en.wikipedia.org/wiki/Rocky_IV_(album)

Califdad is on the right track - I think this link might get you to the soundtrack quicker though..
http://en.wikipedia.org/wiki/Rocky_IV_(soundtrack)
(considering Rocky IV came out in 1985, and Final COuntdown wasn't released until 1986, I would assume that song is not in the movie... Eye of the Tiger is considered the theme song(?) of the movie, and may be included in the 'Training Montage' music I think you're looking for - I'm just going off what I've read - the last time I watched any of the Rocky movies I was sporting a side ponytail and wearing a rhinstone shirt clip... )

Califdad - I just re-read your post, and see why you used that link instead of the one I posted... since the song the poster is looking for ISN'T on the link I posted, so, yeah...