You hear people refering to II as IV and III as VI. There's an FAQ thread stickied in this forum that explains it all, but I'll rehash it here. Final Fantasy I was released in America for the NES as Final Fantasy I. Final Fantasy II and III were not released in America. So when they released Final Fantasy IV for the SNES, they called it Final Fantasy II. When they releast Final Fantasy VI for the SNES, they called it Final Fantasy III. All that was to keep from 'confusing' American gamers.

Final Fantasy VII, however, came out with its original name, as have all FF games since.