It's working at the moment, finally. I think the problem is that this town in Toscana has extremely poor Wind coverage. I walked all over town till I found a spot where I get three bars of signal on the phone, and now it works.
The error msg I was getting was "The GPRS connection could not be established, make sure that you have subscribed to the DATA option and that the GPRS network is accessible. Contact your (WIND) service provider for more details." So I think the problem is that the network is rarely accessible here.
