Don't know how scaremonger-y this is - but if you access the internet like this:
I've used my Irish O2 dongle a few times in Italy and there's no doubt that it's an expensive way of accessing the internet. However everytime I've used it after a while it is cut-off and I have to ring up customer support back home to get it going again. I was told that was a stopping mechanism so that people were made aware that they were clocking up a relatively large amount. In my case that would only have been a couple of hundred euro. Also I invariably get a text message on my mobile phone (which is on the same account) warning me a higher charges.
We've had a bit of a song and dance with our dongle but fingers crossed we now have it sorted. We have an open (ie non affiliated) dongle bought here for about E50 and currently have a Vodafone SIM which we top up every few weeks at the equivalent of E1 per day up to a certain limit of band width. You can't download movies etc without going over the limit (which then gets pricey) but you can Skype and do most standard stuff which is fine for us. We need time not bandwidth per se. You can then use whichever network has the best deal for you and chop and change if necessary. No contract so if you only come out to Italy occasionally then it can lapse between visits. In due course we will get ADSL but a mobile dongle is really our only option right now.