Yep, like dezzo says, it's the law in Sweden to have your headlights on - Iceland, Denmark, Finland and Norway have similar laws, iirc. Dates back 30 years or so, and all modern cars in Sweden (and all Volvos everywhere) automatically put the lights on once the engine is started.
They're referred to as DRL - or Daytime Running lights. You can find out the Government's stance on them here...
http://www.rmd.dft.gov.uk/project.as...rojectID=10315