I know the game you speak of, I even own a copy. You want to search for Axis & Allies Europe Italy, sometimes referred to just as Italy (which really helps a person find it). Fortunately, I’ve some links for you.
There is an entry for this game expansion at BGG: BGG Italy page. You will also want to look at this review for Axis & Allies Europe Italy. The rules for Italy are in Italian (as the developers of this variant are Italian), BGG user Moshe Callen translated them into English as a part of his review of this expansion. If you are further interested, the original file in Italian is still available at: http://xoomer.virgilio.it/giocolab/Strategia/AA/Italy.htm.
As for playing this game, all you need is a copy of A&A Europe, some pieces for the Italian player (A&A Europe 1940, either edition, work well here), the rules, and the setup. And away you go.
I hope this helps.
-Midnight_Reaper