You won't find any car rental shops in Bormio. It makes more sense to book a car directly at the airport, as it will allow you to get to the resort with your own transport and not to depend on any other means of transport in the future.
If you would like to hire a car in Milan (the nearest airport to Bormio) at low cost, you should go to the Eurocar office in Milan Malpensa airport. The cost of car rental in Milan in this case for you will be about 300 EUR per week. However, car rental without security deposit in Milan is not possible and you will have to leave 600-700 EUR on your card. You should also remember that car rental in Milan is not open non-stop though Eurocar office at the airport opens around 7 am.
