A proper Italian pronunciation for Aurelio would be:
Aw-Ray-LEE-Oh
"Au" as in "Father", or only a slight variation. "Re" would be said as a light "aye", quickly. Depending where you're from, it may also be pronounced "REE". The "I" in "Li" is stressed to a "LEE". "O" is simply "Oh".
English pronunciation, from my experience, would be:
Uh-Ril-EE-Oh, or slight difference, depending on American/English accent.