My Computer > Control Panel > (Classical Mode) > Languages and stuff > Languages > Information > Add > Now choose Swedish keyboard layout and then click OK. Hoprfully, the language bar has shown up on your desktop now, so go ahead and choose the Swedish keyboard. The letters Å, Ä and Ö are placed to the right of the P and L keys. :3
Like this:
Q W E R T Y U I O P Å
A S D F G H J K L Ö Ä
Z X C V B N M , .