In Europe NeverLost is not mounted in the car - thy give you a stand alone unit. That's probably why one way is not allowed.
http://www2.hertz.co.uk/byr/why_hert...lost/index.cfm
There might also be a problem with maps. I rented in MXP last year to drive into France only to find out that the GPS only had maps of Italy.
Have a great trip!