SJ.se is notorious for acting up.
First, are you using an approved credit card to make the transaction? Here's the list:
http://www.sj.se/sj/jsp/polopoly.jsp?d=238&a=322&l=sv# (in swedish) and in english:
http://www.sj.se/sj/jsp/polopoly.jsp...en&intcmp=1322
I remember trying with my American Visa card and had a lot of trouble before giving up and trying a Swedish card. SJ may just hate American cards. I check all over the site but didn't find anything confirming that though.
You can also try:
http://www.swedenbooking.com/
Will look again for you.