I actually think Rocco is a very nice name and had never heard of Rocco Siffredi.
However, I think this thread demonstrates the most difficult thing about naming babies - we all want something different, but not too different, and what 'different' means varies across the country.
For example, I'm sure there are plenty of little Roccos running round North London who don't even get raised eyebrows, but in Glasgow, say, on hearing little Rocco's name people's reactions would be a mixture of , and .
I don't know where you are but they clearly aren't ready for a little Rocco!
I suppose it depends on whether you and your DH (and your son, who of course has no say in the matter) can handle the comments and funny looks. When your son is older, people might not say these things to his face, but they'll say it behind his back if that's what they're thinking and that can be quite a burden to bear.
Of course your son might be the first of many Roccos and in five or ten years it might not seem nearly so 'out there', even to the people in your area. That's quite a risk though.
None of this detracts from the fact that the people around you are being shockingly rude.
Asher and Samson are lovely and much less 'out there'-sounding.