Björn Engdahl's Swedish Course
A seven-lesson (plus final exam) beginning Swedish course. Vocabulary includes pronunciation and audio. Very thorough lessons include both vocabulary and grammar. In English, Spanish, German, and Dutch.
Introduction to Swedish
Introductory Swedish lessons by Urban Sikeborg. Lessons available online or downloadable. Site also includes a Swedish/English dictionary.
A Swedish Language Course
Beginning (and hopefully growing) free Swedish language lessons by Aaron Rubin. Currently 4 lessons plus pronunciation guide and links to other Swedish resources.