milan to Rome

Buy at the Malpensa airport station when you arrive (or at Milano Centrale if you fly to Linate). It's too risky to book ahead. The plane may be significantly delayed.
Have you also considered flying to Rome? Even if the air ticket to Rome is more expensive, but you'd save close to $100 per person in train tickets plus at least 4 hours of travel by train.

you can buy it at Milan Central train station after you get there from the airport since you do not know the exact time you will arrive there. To get an idea of the train schedule Milan to Rome on that day look it up at http://www.trenitalia.com

We flew into Malpensa on a nonstop from Miami. We took the bus to the train station downtown and bought two tickets to the fast train to Rome -- just under two hours' trip.

Have you also considered flying to Rome? Even if the air ticket to Rome is more expensive, but you'd save close to $100 per person in train tickets plus at least 4 hours of travel by train.

If you buy in advance fares start at €9.90 however these are typically priced from 3 months in advance. Personally for that price I would book them for a couple of hours later than I expect to arrive to factor in potential delays. If I'm not delayed then I wait around for a while and if I'm delayed for much longer then I'll pay the higher price for new tickets. The journey on the high speed trains averages around 3 hours.

Annsatcher, that is the flight we are on. Did you find the bus a better way to get to the train station rather than the train? Thanks for any information.

I took the bus from MXP to Milano Centrale.

The bus is right outside the door after you clear immigration. They load your bags, its cheaper and takes about the same amount of time.

Was going to suggest flying , but discovered I could not find a direct flight from MXP to FCO

Thanks, that's just what I wanted to know.

The train journey from Milano C.le to Rome is 2h55m.
But you need to add almost 1 hour from MXP to Milano C.le.
Once you add the transfer times and possible waits, the trip is about 5 hours from the moment you go through customs.
Purchasing SuperEconomy tickets for several hours after the scheduled landing time might be a strategy to lower the risk of missing the train, although if the plane is on time, that will force you to wait extra time at the station. SuperEconomy tickets are not changeable. You must travel exclusively on the specific train booked and no refunds are possible either.

Airport trains arrive on the same level of the trains departing to Rome/Italy. I doubt you'll have to walk for more than 200 meters.

Buses stop outside Milano Centrale and you'll be 2 levels down from the tracks area. There are many escalators, but only a few lifts.

The fastest and most expensive non-stop high speed train goes from Milan to Rome in 2:55; most trains call at Bologna and Florence, so the journey is longer: 3:20 to Rome.