Ignore the country selector, that is ONLY for the program guide and that isn't supported in Italy. Select USA and a valid ZIP code (90210?) to get past it.
As for the remote I assume you have already done a proper Forum Search for your model number in case other people have already answered your question ?
If so and that didn't help then check out this thread: https://community.sling.com/message/10363#10363
Come back if it that doesn't help either.
Does anyone know how to setup the Remote Function on the Slingbox with the Sky Decoder DTT500?
Everything works fine but Setup only showed USA/Canada and I don't know which provider/decoder is compatible.
The physical remote and the app can't control the box.