It's hard, isn't it. I'm in Norway and had the same problem -- until I found out that banks here are actually required to cash in checks, if you are their customer!
Of course, they didn't tell me that when I went, so I had to find out for myself and prove it to the person woking behind the counter -- and then, magic happened! They could do it, and insert the money into my account.
Now they know me and I have no more hassels.
Are you sure there's no similar law in Sweden?
But even if there are, it takes a long time getting that money, doesn't it?! So I'm going to use PayPal for my next product unless ClickBank make wire transfer standard very soon!