You can connect to internet with your Xbox by hooking a VPN on your router (or by setting up a proxy if your router doesn't support VPN connection).
You can also use XBoxLive from windows and set up a VPN like described in this guide.
A VPN will allow you to make the xbox server think you're in another country, you're network will look like that :
[Your XBOX] ---- [Your Router (UK ip address)] =======Encrypted tunnel ======== [The VPN Server (Italian or wherever ip] ---------- [Xbox Live Server]
A virtual private network (VPN) extends a private network across a public network, such as the Internet. It enables users to send and receive data across shared or public networks as if their computing devices were directly connected to the private network, and thus are benefiting from the functionality, security and management policies of the private network. A VPN is created by establishing a virtual point-to-point connection through the use of dedicated connections, virtual tunnelling protocols, or traffic encryption.
VPN technology is also used by individual Internet users to secure their wireless transactions, to circumvent geo-restrictions and censorship, and to connect to proxy servers for the purpose of protecting personal identity and location.