Contrary to what some foreign people seem to think, polar bears do not roam the streets of Scandinavian cities. Though they are quite common in Canada and northern Russia they are only sighted in the extreme north of Scandinavia during special conditions. The rim of the polar ice, where the polar bears hunt for seals, usually don't reach Scandinavia.
A place where polar bears is quite common is Svalbard, a group of islands in the northern Arctic Ocean that belongs to Norway. The islands is home to a small Norweigian and Russian mining community, and when visiting places outside populated areas, rifles must be brought at all times. Fences for protection against polar bears have been built around settlements.
But to your next trip to Stockholm, you can safely leave your polar bear-rifles at home.