Hello @ginobosi, and welcome to MusicBrainz (again!)
I also do not speak/read/write Italian, but I will try to help you regardless.
You want the artist name as part of your file names, correct? Did you read http://picard.musicbrainz.org/docs/options/#file_naming ? In the "Name files like this" field (I don't know what/if it's translated to in Italian, sorry.), the below is the default file naming string:
$if2(%albumartist%,%artist%)/$if($ne(%albumartist%,),%album%/,)$if($gt(%totaldiscs%,1),%discnumber%-,)$if($ne(%albumartist%,),$num(%tracknumber%,2) ,)$if(%_multiartist%,%artist% - ,)%title%
$if(%_multiartist%, …) condition should already give you the filename you want. Can you post what it currently says in your "Name files like this" field so we can help you debug your issue?