I'm Swedish...
The thing is that we've been a small country since the early 18th century, and we rely heavily on new inventions and export industries. So in a way we're forced to be good at communicating in foreign language to "survive" as a nation...well maybe not survive, but keep living at this high standard. Also I think it's due to a great system of education where all education is free...even university (I'm studying at one of europe's greatest schools of technology at the moment, and I get paid over 300$US from the government each month to pay for books etc...)
Also there's a lot of emphasis put on language studies at young age (although I think they should start teaching english in kindergarten).
Another factor is probably, that instead of dubbing films, we put subtitels and keep the original language of the film (except for some films intended for kids since they can't read yet). This has imo a hughe effect, since people constantly hear spoken english, while simultaneously getting it translated into swedish.
And of course spare us the agony of watching dubbed films... (i once saw 8 mile translated to german.... )