Hmmmm, racking on my brains on this one.
Ok you say you have Swedish on the phone, can I just check that you purchased the phone there. If not can you confirm where you bought it from. I am only thinking that some countries didn't allow the Android Market on their devices so if it was bought in the middle east for example, this may be an issue.
If the phone was purchased in Sweden or Europe for example the Market should be there and functional. You have a couple of options here, the first one to try is going through all the google associated apps in your Manage Applications list, so Gmail, Talk etc and clear data/cache etc. Then sign in on Gtalk and then try the Market. It may spur it in to action - if not then your last resort is running a software repair/factory reset which will wipe your phone entirely. You can then set it up from scratch and see if it sorts the issue out. Bear in mind that you will lose all data so ensure that your Contacts are synced or saved to SD card, your SMS are backed up if you want to keep them - you can download apps from the market for this. Any data on your SD card will be untouched.
Let us know how you get on.
