Hello!
I´m starting to customize my new album with the latest version of Zenphoto but when I tried to change som words into swedish it only showed boxes instead of the swedish letters and now i´m wondering if there is any way to change in the code so it can show the swedish letters? (I´ve already searched here and couldnt find what I was looking for)
Or do I have to wait for the Zenphoto update where there are multilingual options and when is that update coming? Is swedish in that update?

Check the encoding of your theme files to be UTF-8 as the default encoding setting in the Zenphoto admin options.

The next version of Zenphoto will contain translation capability. Of course there will be no swedish then, but you are invited to do the translation when it's out. There will be a translation tutorial then, too. Subscribe to our RSS feed to stay tuned.

I changed the Charset to Western European and it seem to be working with swedish letters now, but I dont know if I did anything stupid when I changed to Western European, is there going to be any problem for visitors to the site?

No, should not cause any trouble.