What song is being played when Anthony runs around the hotel looking for Inez, then finally finds her in one of the rooms, and you know........

"Alone Again Or" by Love

...or see what i found reading BR soundtrack reviews on Amazon:

Mothersbaugh for President!!!, March 13, 1999
Reviewer: mailto:azzo@earthlink.net (Jason) from Etobicoke, Toronto
Sure, sure, we all have our favourite bands; I have mine too. But I think on some level, because of my interests, and what I want to do with my life, the "Bottle Rocket" and "Rushmore" soundtracks by Mark Mothersbaugh conjure the warmest feelings and, in turn, have become the most delightful thing I listen to. (It does help I was that I loved "Devo" as a teenager in the eighties - let's face it; the best time to listen to music and grow up). All true andmirers of those films already own these discs, I'm sure, but please know you can find those missing songs!: "Prendeme La Vela" (the beautiful number playing on Inez's radio when Anthony glimpses her for the first time) can be found on "Afro-Peruvian Classics - The Soul of Black Peru". Search for "Seven and Seven Is..." (robbing Anthony's home) and "Alone Again Or" (my personal favourite as Anthony runs to make love to Inez), both by the sixties rock band Love, on Elektra/Rhino's compilation "Love Story". Enjoy my fellow Lawn Wranglers! Enjoy!
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Toronto rocks!! and that was my 400th post. Enjoy!
<p>"Say a prayer for Surf Boy. Wherever he is."</p>