The Swedes (or at least the Swedish government) have a quite peculiar attitude towards alcohol. Alcoholic beverages (with more than 3.5 ‰ of alcohol) are only sold in special state-owned shops called
Systembolaget (and of course in Pubs/Restaurants with a special license).
Although this is very annoying if you are not used to it, most of the Swedes think it's a good thing (the others go on boat trips to the Baltic states, Finland or Denmark where alcohol is much cheaper). In fact, the alcohol monopoly has a long tradition in Sweden.
This year the Systembolaget turned 50 years old and therefore an
open letter was written to
José Manuel Barroso (the President of the European Commission), which was published in several European newspapers.
Additionally the Systembolaget created a short and funny
movie where the Swedish system is explained (and propagated).
I recommend watching this movie as it makes many things much clearer.