@Nuzza Bulla
Make sure you keep you email for proof and check your Paypal account to see if you did receive a refund.
As long as you receive your refund, you can not do much more.
The seller may not of set up her site for selling to Italy or a problem with the item (maybe breakage) or they can not ship the item to your location. Some countries has restriction to what can come into the their country.
I hope this answers your questions.