Probably not a big deal right now. If anything, I'd consider the fumerole a sort of a comforting sign. It means the crust is thin, warm, and given to solution... Rome is built on limestone, I believe... and therefore not likely to be able to hold much pressure. We probably will not see a major eruption there IMHO.
It's also probably important to note that it is a single fumerole, so the system is not a large one.
I dunno. Although I am studying geology, I'm still an undergraduate and I haven't taken any specific courses on volcanology, but that is my feeling on it - that there is no real reason to worry. I feel like if there is a dangerous magma source down there, it will probably take several decades at a minimum to get near eruption - and by then there will have been plenty of surface disruption of other sorts. It would take a large amount of wilful ignorance at that point for anyone to get killed in an eruption.
Surface disruption that might be seen would potentially include and huge number of additional fumeroles and mudpots, maybe even including geysers, the formation of a large dome, etc. These would radically change drainage and cause landslides. Earthquakes are probably a pretty obvious effect, as well.
To see what sort of scale of dome is possible, check out these links about a possible supervolcano of Yellowstone size in California outside Yosemite... the Long Valley Caldera. -->
http://en.wikipedia.org/wiki/Long_Valley_Caldera
This large hill in the center of this photo is the magma dome deforming terrain that should be pretty close to level...
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Paracutin is a cinder-cone. These are very small and exist for only a brief time. After Paracutins last eruption in 1953, we can say with 100% confidence that it will never erupt again. Cinder cones have a very small magma supply and form as a result of extensional stresses caused by tectonic activity. The Western United States is crammed to the gills with old cinder cones. Some very famous places such as chimney rock are the remains of old cinder cones that have eroded completely away - chimney rock is central magma conduit of a cinder cone that existed on that site some millions of years ago. Sunset Crater in Arizona is a spectacular cinder cone that erupted in the last thousand years. There is another one outside of Delta, Utah, that came and went about 600 years ago.
I wonder what the rest of you geologists on SOH think about this?