While vacationing in Italy, I left something in my hotel room. How should I go about getting it back?

I contacted the Hotel and they said they personally could not ship it to me, but recommended that I go to fedex, ups, or dhl. Well, a friend tried to set up pick-up from ups through the company he works with, but that didn't work out. Ups said they needed a special permit to do that? And I went on the websites for fedex and dhl and they weren't helpful at all. The mostly wanted me to just sign up for the service and there wasn't an email address that I could email with my questions. How can I get this thing back? Also, how much will it cost. It's a stuffed animal, so it does not weigh a lot.