Did you write, literally, in the URL field: http://www.mysite.it/moodle2/theme/standard/styles.php
If you did, I think your site is called something else than www.mysite.it. You should change that to the URL of your site. If it's a personal test site on your personal computer, used only by you, you can change your site Moodle URL to http://localhost/ in the Moodle settings. (Edit: probably not your workstation, as you mentioned Linux earlier? Then use the server computer IP address, if it doesn't have a network name like http://ourtestmoodle/)
Installing and upgrading help
Moodle doesn't read CSS
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