Words of sympathy always seem inadequate at a time like this...but I am truly so sorry that the dx for your precious Rocky was such devastating news.
Each family has to make the decision they feel is kindest for their own little dog when faced with these choices. You know Rocky best and will know in your heart what to do to make his remaining time as happy and pain free as possible. The one blessing is that Rocky doesn't know what lies ahead...as long as his days are filled with love and the things he likes to do best he will be a happy little guy. We, who love these gentle souls, are the ones who bear the heartbreaking emotional pain.
I wish with all my heart you had gotten different news. May you find ways to make a lifetime of wonderful memories with Rocky in whatever time he is given.
Trini