I did a couple of direct enrollment programs (I enrolled directly into European schools without the help of any US organization) - they´re great. I am always suprised that people here in the US don’t know about them. I twice participated in the programs for international students and once as a visiting student.
Enrolling in the international programs is easier. Enrolling as a visiting student is still easy, but a tad bit more involved than enrolling in the international programs for international students, which is essentially the same programs you would participate in if you went through a study abroad company or a US university.
But if you go through a US university or a study abroad co, you are gonna pay 4X the price.
I looked at the link for the University of Paris Dauphine, and it looks like it’s a visiting student program. So you will have to have a minimum level of French to be able to take classes, and then you can usually enroll in classes that correspond to your field of study in the US.
The program in Turin seems to be the same, except for the summer programs.Unfortunately, not all European universities make there sites clear for international students, so you have to really dig around to get the info you need.
I did this program in Italy:
http://www.cheapstudyabroad.org/cheap-study-abroad-italy-semester-in-siena/
Tuition: € 470 per month / € 1,410 per trimester
For France you could also look at
http://www.cheapstudyabroad.org/study-abroad-in-paris-france-winter-semester-french-language-culture-at-the-sorbonne-1880-euros/
Heck, since you metnioned fun, here’s one for Spain … you never know!
http://www.studyabroadinspain.com/semester-salamanca-spain-spanish-language-culture-university-salamanca/
http://www.studyabroadinspain.com/liberal-arts-modular-program-university-salamanca-fall-semester/
Hope this helps!