A long time ago, I read that The Sopranos bought the rights to use Into Temptation in an episode. Does anyone know if they ever used it?

Wow, I hadn't heard that.

I'm going to go out on a limb here and say NO, they never used it. As a loyal Soprano's AND Finn fan, I would have definitely known if I'd heard it in an episode. Unless it was used as some ambiguous background music that was barely audible. I suppose that's a possibility. But I can say with a good amount of certainty that it was never "featured" on the show.