National pension
The national pension system in Sweden underwent a major reform in the late-90s. Now the national system is made up of two contributions: Income Pension and Premium Pension. Basically, Income Pension relates to 18,5 per cent of your salary which is paid monthly by your employer into the nation's pension account (most of which is used to cover the cost of today's pensions). The remaining 2,5% is invested into funds and is known as Premium Pension (info from PPM here). You can, if you wish, choose which funds should receive your investment. There is also a guaranteed pension which is payable to those who have received low income and/or have made minimal contributions (eg, foreigners).
Occupational pension
This pension is paid by your employer, most usually under negotiation with trade unions, etc. You should consult your employer for details.
EU Links and information on Social Security
EUlisses gives you further information about pensions.
Private savings
You may wish to supplement your pension by making extra security payments, which are are arranged privately. Useful additional reading:
