If you take a look here:
PrePaidGSM: Italy
you see this:
Activation Fee/Credit included: € 10.00/5.00
That's the price of the sim-card (10€), which already includes some credit (5€).
You just have to go to a Wind shop, ask for a prepaid card (carta prepagata), tell them the tariff plan you want (Wind9, SuperSenzaScatto, etc...) and that's all.
The card is not active at the moment. It takes some time. Usually 1/2 hours, sometimes also 48. You just need to be lucky.
People who spend 59$ plus shipping for having the card in the US/Canada just want to know their phone number in advance or are afraid of dealing with an Italian clerk who doesn't speak English, or whatever... In my opinion that doesn't make sense, I always bought sim-cards directly on the place I went and never had any problem. And it's much cheaper.