Having looked at some online pan-Europe timetable, there is actually no direct "Euro-Night" train between Milan and Rome. The trip is probably too short for those.
The last direct train runs 20:00 - 00:30; first direct train runs the next morning 5:30 - 10:30.
The only sleeper that shows up on the timetable is a 2-stopper, and you only get sleeper between Genova and Grosseto, for 3.5 hours, and you have to wait for another slow train for 2 hours, etc...
So, no sleeper between Milan and Rome.
BTW, the best online timetable for all of Europe is the Swiss Federal Railway's website:
http://www.sbb.ch/index_e.htm
Check for Milano to Roma.
[This message has been edited by rkkwan (edited Dec 19, 2003).]