How do you do it? Call the CC 800 number?
Basically, yes. Talk to a CSR at the CC company.
If so, what prevents me from calling and saying I'm you and that I'm in Milan?
The same way you're prevented from calling the CC company and changing my address, or calling my bank and wire transferring money into your account, or 300 other nasty things you could think up. They do have *some* security on your account that way - they ask you enough personal information that they're satisfied it's you.
You don't travel much and/or own a credit card, do you? This has been routine practice for decades.