Hi Gargoyle and welcome to the forum!
You don't need a special plan, a normal voice sim-card by Wind is perfect, but of course it's better if you apply for one of the 3 data offers
listed here.
You just need to have some credit and to be sure GPRS is active on your plan. If you understand some Italian (I think you do) I suggest you to subscribe to
www.155.it where you can check all the information about your plan, including GPRS activation and the data offers you will active.
The init strings have to be put on the modem settings: your PC sees the phone as a GPRS modem, in the properties you can put the init string. It's just a normal "remote access" connection, like with a dial-up 56k modem. You don't need any special software, just the drivers for you phone, of course. If you use now the Razr CD with your laptop it will install all that you need.
Speed in GPRS is around 48k, on 3G it's 384k but you need a 3G phone.