Roberto's plan is excellent. Just follow it, and you'll have a great trip.
For flights: Go to Kayak http://www.kayak.com/flights. Choose "Multi city" instead of "one way" or "round trip." Put in Milwaukee to Venice as your first leg, and Rome to Milwaukee as your second leg. See what comes up.
If you can fly out of Chicago as easily, be sure to check "include nearby airports" under Milwaukee.
Once you've seen the options, look carefully at things like layover times (you don't want too long or too short), total flight times (Turkish Air has some great prices and is a nice airline, but the total flight times can be VERY long) and departure times (you will be leaving Milwaukee in the afternoon, but be careful you don't have to leave Rome too early). To actually book a flight, go to the airline's website. There, you can see what Economy Plus, Economy Comfort, or similar options cost (usually $80-150 extra each way over the price of coach). You can also see what business class costs (several thousand each way).
Airfares have gone way up recently. What someone paid two years ago is completely unrelated to what you'll pay now. And there's no logic. I'm paying about the same to go nonstop from Newark to Tel Aviv, as I would pay on the same dates to go nonstop from Newark to Paris!
If you don't like the price you get, try flying into Milan instead of Venice, as flights to Milan have been substantially cheaper recently. But remember that you'll have to get from the airport to Milano Centrale station to Venice, in a jetlagged state, and this will take several hours (cutting into your sightseeing) and cost about $40 extra. As is so often the case, saving money comes with trade-offs.