Some info you may find useful when writing in more than one language in MS Word:
Rather than try to drag individual files off the CD, you're probably better off using the Value Pack installer on the CD, an selecting the Italian option from Proofing Tools. This will get you the spelling dictionary, definitions, and synonyms.
As you seem to have noticed, the Office 10.1.3 update on Microsoft's web site includes important fixes to those Italian proofing tools, so you'll want to install the 10.1.2 and 10.1.3 update at least.
Note that "Language..." from the Tools menu will only designate selected text (and text inserted within that text area) as Italian. If you haven't selected the entire document, you have only changed the language starting at the current insertion point. (This allows multiple languages in a single document.)
You can also set the Language for one or more Styles with the Style... dialog (Format menu).
Note that any custom dictionaries you haev also have a designated language (probably English for any you have already created or added to.) You can make a custom dictionary applicable to ALL languages by setting it's designated language to "(none)". I find it useful to keep a separate "(none)" dictionary of acronyms and proper names separate from my custom English and other language custom Dictionaries.