Cahanging the Interface Language

I have recently moved over to using wordpress.org instead of wordpress.com to take advantage of plugins etc. However I want the interface to be in Italian since I have a couple of Italian customers. On wordpress.com this is an option in settings but on wordpress.org this option has gone.

Can anyone tell me if it is possible to change the interface language and if so how?

I have even downloaded and installed what I thought was an Italian version of wordpress from http://www.wordpress-it.it but still the interface remains in English.