I would assume the contents is in Swedish. The probably keep the same cover for all language versions, for marketing purpose.
I think your best bet is to return it. Have you tried to contact the store and see if they have the english contents version?
Judging from the German/French/Dutch/other versions in the images section of this very website, I don't think that's true. Sounds like a weird mixup.
I would definitely remove the shrink wrap to figure out whether the contents are in English or not. I don't think you'll have any trouble explaining why there's no wrap to whoever you're giving this game to -- just tell the truth! If everything else really is in English, you may actually be holding onto some kind of collection item..