It should show a carrier even if you didn’t switch to the Euro package, it’s just that you’d be charged loads 🙂
Check your settings. Settings / Carrier
if it’s not on auto, it should be! If it is, try changing it to manual and picking each network in turn to see if one works.
As you said “asap” and UPC don’t monitor these forums very often, try twitter (or phone, but that’ll be expensiv from Italy!).