why can't I buy songs from iTunes Italy?

Are you in Italy with an Italian iTunes account ? If not then you won't be able to buy content from its store, you need to be in a country with a billing address and account in that country to be able to buy from it (content is licensed to Apple to sell on a country-by-country-basis). If there are particular songs that you'd like to buy then you can try requesting that they be added to your country's store, but ultimately it's the record company's decisionas to whether they can be sold there : http://www.apple.com/feedback/itunes.html

If you are in Italy with an Italian iTunes account then what happens when you try to buy songs ?