I presume that you are looking at this connection:


HEL - BRU
15:25 - 16:00 SK2703 (KF) Helsinki (Terminal 1) - Oslo
16:30 - 18:25 SK4745 Oslo - Brussel

It is a legal connection, and bookable through www.sas.no. I would not hesitate to book it if I did not have any meetings/ dates in BRU that evening. INT/INT within Schengen at OSL is quick, and distances aren't that bad. SAS would also probably hold back the OSL-BRU flight a couple of minutes if there is a slight delay. As long as it is on a through ticket with a legal collection, SAS will in any case reroute you for free if you misconnect. If a same-evening arrival is acceptable in case you misconnect, SK will probably rebook you on their evening flight from CPH, leaving OSL at 18.05, arriving BRU at 21.35. OK for meetings next morning, too bad for restaurant dates after you arrive.

I would gamble on doing the same at ARN, but I am not too familiar with connecting there except to/ from the US.