As Jake said, Scandinavia is not a political unit and has quite different policies. There are lots of ex-yugoslavic (mainly from Bosnia) refugees in Sweden. Also notable are the quite large populstion of iraqi refugees.

Sweden has a legacy of immigration since those post-wwII days when swedish industries (standing undamaged and booming from Marshall-help induced orders) sponsored workers (finnish, yugoslavian and italian comes to mind) to move to Sweden and even though policies has gotten quite thighter since the early 1990-ies, it did so from a completedly other level then say Finland (which does only rarely grant asylum to anyone).

I doubt this will help JD, but here is the link to the swedish migration boards pages in english.

Sweden's finest (and perhaps only) collaborative, leftist e-newspaper Synapze.se