ON THE TOWN: Maybe it was the steamy confines of the Roxy or maybe it was that adulatory story in the new Rolling Stone knighting Paul Westerberg as America's "hot" young rock idol, but it was "Anarchy in the U.S.A." when the Replacements played a wild two-hour show at the Roxy the other night. The band's performance was nearly upstaged by a rowdy chunk of the crowd, which spent most of the evening slam-dancing and stage-diving, much to the chagrin of bassist Tommy Stinson, who personally threw one wild-boy back into the audience. (Even the group's chief roadie took an unexpected plunge at one point.) Musically, it was every man for himself, with each band member taking a turn on the drums (Westerberg managed to break two sticks in a row). The group played a sheaf of its own material, but also took time out to play three consecutive '70s Alice Cooper hits, including "I'm Eighteen" and "School's Out." Westerberg summed up the mood of the evening perfectly as he turned from a group huddle and said to the crowd, "Geez, can ya keep it down? Can't you see we're trying to concentrate!"