Buildings
Building Floors begin with level 0, so the lobby or ground floor is is Floor 0 NOT 1. Floor 1 is one level up.
So Italian bureaucracy gets fun on this one. I know a lot of people who have no problems receiving mail from home such as care packages and what not. However, I've also known people who have had inspection fees laid on them on the lines of 300 euros and they will hold your package unless you pay up. So mail at your own risk.
Computers
Bocconi brags about their state of the art computers...they are the slowest thing on the face of the earth and very out of date. I recommend bringing your laptop to campus if you want to use a computer. You have to registrar your laptop for the Wi-Fi with the Help Desk. They are apparently expanding the Wi-Fi to all over campus. I didn't use the Wi-Fi because the lines to registrar it were always really long, so be prepared and do it early.
At my dorm, there was an Ethernet cable in my drawer, but I recommend bringing one just in case. The internet at the dorms is ready to go and you do not need to install or download anything.
Printer
Bocconi recently started charging for printing on campus. There was giant uproar about it and students tried to petition against it but to no avail. I recommend splitting a printer with your roommates and friends (or find someone to mooch off of) because you will need to print out your boarding passes. Ryan Air charges a ridiculous fee, about like 40 euros, to print out your boarding pass, so make sure you have a printer handy. Also if you like to print everything out, I highly recommend getting a printer. At Arcobaleno if you suck up to the front desk they might let you print little stuff here and there. Odds are you are going to have to sell it before you leave or just leave it wherever you are staying.
Gym
They are really expensive. I think they wanted 100 euros a month for the "20 hours 20 minutes" and the Bocconi gym (http://www.palestrabocconi.net/) is expensive as well. Neither of them are very big gyms nor are they anything like gyms in the US. The Bocconi Gym is located between the Bocconi Bank and Residence Bocconi. "20 Hours 20 Minutes" is located along the 15 but there are many around Milan. I recommend push-ups, sit-ups, and running. There are a lot of parks around where you could run or play basketball and what not.
The Bocconi gym's prices go as follow as of the 2008-2009 year (a little out of date I know):
Annual Registration = 20 euros
1 Day = 6 euros
10 Time Pass = 50 euros
1 Week = 15 euros
2 Weeks = 25 euros
3 Weeks = 35 euros
1 Month = 40 euros
1 Month (only from 2pm-5pm) = 20 euros
2 Months = 70 euros
2.5 Months = 85 euros
3 Months = 95 euros
4 Months = 120 euros
5 Months =145 euros
6 Months = 170 euros
1 Year = 300 euros
TV
Being a TV junkie, I couldn't live without keeping up with my television shows while there. Hulu and all the TV station sites (Fox.com, NBC.com, etc) DO NOT WORK. Ya it sucks. I recommend using either Ninjavideo.net (you have to run the helper) or thetvbay.info (you don't have to download, just follow the show to where it streams). You could also use torrents if you so choose.
Jobs/Internships
It's hard to get a job or an internship unless you are fluent in Italian. There are job fairs, but you probably need to be attending the whole year.