Is there a proper swedish version of it
There certainly is! The Beeb has recently finished showing the 13 episode first series, complete with subtitles.
They're both pretty good adaptations of the novels, but you can't beat the Swedish version for for demonstrating the profound 'sunlessness' of the Swedish soul.
What I can't understand is how the Beeb managed to run 2 series based on the same character at the same time last year. Some genius in the scheduling department no doubt