jb,
The usual advice here on the forum (and also my usual advice) is not to buy advance rail tickets to connect with an inbound flight. The logic behind that is that the high speed trains have compulsory reservations which are specific to train, date and departure time. If you miss the train you've booked for ANY reason (flights late, long queue in Passport control or whatever), your tickets are worthless and you'll have to buy more at full price. The "safer" method is simply to buy tickets both for the Malpensa Express and the train to Rome when you arrive at MXP.
Of course, you could leave a large time between your flight arrival and your train to Rome to provide a "cushion" for delays. The disadvantage with that is that if there are no delays, you'll spend a lot of time waiting at Milano Centrale, which is not the most pleasant activity in a jet-lagged state. You must be sure to board ONLY the train listed on your tickets, as if you board the wrong one, you'll face hefty fines which will be collected on the spot!
Also note that you MUST validate your ticket for the Malpensa Express prior to boarding the train, or again hefty fines!