That exclamation is heard so constantly in Rocky (the musical) - more than during an average five minutes spent in South Philly - that the lavish Broadway show seemingly reassures us that being at the high-tone Winter Garden Theatre doesn't mean we'll miss the gritty, blue-collar atmosphere that launched this saga of the underdog boxing champ. Not necessary. Any doubts about how well the story translates into a musical are dispelled in the opening minutes. The mob mentality of sporting events - as well as cohesive neighborhoods such as the one depicted here - is made for Broadway choruses. The story's tale of blind determination translates into power ballads.