Would you be using the base?
You can almost always install a bucket in any car with the base, and I've never come across a situation where I couldn't install a bucket without the base.
You would only need the locking clip if the seatbelt doesn't lock, which with a rental car, I don't think that would be a problem, due to the fact that all cars manufactured after '96 are required to lock in some way. I would bring one just in case though. Are you familiar with using a locking clip? I would suggest playing around with one before leaving, that way you can ask questions here and get used to it.
Here is a great link about using a locking clip. It also explains the different types of seatbelts and how they lock.
http://www.carseatsite.com/lockingclips.htm
ETA: I guess I didn't realize that in Italy, the "seatbelt must lock in some form after '96" may not apply.
In this case, I highly recommend getting some practice with a locking clip before going. Maybe buy an extra one or two, just in case you lose one as well. :thumbsup: