You need to follow these links:
http://www.prepaidgsm.net/en/italy.html
http://www.prepaidgsm.net/en/italia/wind.html
http://www.prepaidgsm.net/forum/showthread.php?t=1085
http://www.prepaidgsm.net/forum/showthread.php?t=1044
What you need to do is:
1. Get a GSM/GPRS/EDGE data card that supports 1800 MHz.
2. Get a Wind SIM card and add credit to it.
3. Activate one of the high usage data plans.
4. Set up network parameters on card/software to work with Wind.
The links above should have all the information you need, except maybe how to set up the exact model data card you use.