Ruth
If you were here in the States, I would say you have a Bee-like Robber Fly - Laphria sacrator. My guess is it is a similar genus/species in the family Asilidae. Italy may or may not have the same robber flies as North America.
These large predatory flies, often perch in exposed location and make short flights after prey. They feed on other insects, so they are beneficial in the garden.
It is said the large robber flies can bite if agitated.
Hope that helps some. Here are images of the bee-like robber flies from the North America.
http://bugguide.net/node/view/33311/bgimage
