http://lexin.nada.kth.se/swe-eng.html, a good online dictionary.
http://www.lysator.liu.se/language/Languages/Swedish/Grammar.html, a pretty short grammar overview, but still useful.
http://www.geocities.com/Athens/Acropolis/1290/, Björn Engdahl's Swedish course.

Other than that....well, read online newspaper, for it is great practise. Also, I find the books of the Teach Yourself! series to be very good, or at least they did help me a great deal. All in all I'd say that the most complex feature of the Swedish language is its pronunciation. But once you manage to master that damn "sje-sound," the worst is done.

How can I believe in God when just last week I got my tongue caught in the roller of an electric typewriter? --Woody Allen

Hey Samy!Hur mår du?I realized im not only one guy who wants to learn Swedish hehe.Thank you shaka,i already know this sources.

Thank you shaka for that.

http://www.ielanguages.com/swedish.html - has useful sentences

http://tyda.se - translator from swedish to english, or from english to swedish. with sound so you know how to pronounce the words.

Thanks a lot for your help

http://www.skolutveckling.se/vaxthuset/bildteman/index.htm

this is the best one.. great graphic site and good for learning the name of things.

Some good themes here too

frewurny glirt ptohtsm!