That was fast!
Under the Telestial TIM for Italy:
there's this note:
http://www.telestial.com/view_product.php?ID=LSIM-IT01
GPRS Data Rates (Wireless Internet)
GPRS is currently not available with your Italy service card.
Should I just ignore that? Or do I need to buy the TIM in Italy to make sure I get one with data? I bought a SIM last time I was in Italy it was a whole deal with paperwork and passports, etc.