Before following
gunug's instructions ( which I promise to do as soon as this is posted ), I notice that there are two javascripts wanting to run. ( I use "NoScript" extension in FF to allow me to control what scripts run and when ). One is from "raiclicktv.it" and probbaly used for navigation menu creation/activation. I usually allow scripts from the host site just because of that. The other is "imrwolrdwide.com" which is a part of "Nielson Ratings", therefore probably not envolved with how the site runs, it's more likely a click-through counter, these I hardly ever allow, BTW.
Anyway, if you are blocking any/all javascript(s), you may be blocking how the video wants to play.
OK, I see no "picture in the middle of the page" to click on as in step 2. But with the java script from "raiclicktv.it" enabled, I get a screen full of stuff, menus, etc. after clicking the "RAI CLICK". Apparently, this is the old of "Welcome-to-our-site,-but-if-you-really-want-to-come-in-click-again-since-we-don't-want-to-waste-our-bandwidth-on-spiders" method.
Anyway, where exactly does your progress stop once you get to the Italian labeled page? BTW, there is now another javascript from "rai.it" that may need enabling.
There are 8 small "category" videos"(?) on the main screen that each require a specific java script. In other words, if you don't have at least some java script enabled, you won't get very far into this site...
I've gone as far as I want into this resource demanding site. At least until we find out if it's a java script problem.