Have you registered your online address book with them?
Or the email from your girlfriend with her phone number?
Or the mailing list for your anti-nuclear group
or your church*
or your football team
or your anarchist literature-and-beer-drinking society?
There's a good article on Swedish network regulations ([local copy]) - the early ones banned computer conferencing systems, because they were on computers, and might have discussions including the names of participants, or their religious or political views, etc. They've calmed down a bit, but not enough.
In some countries, including Sweden and the US, it's safer if you're a journalist. Of course, in Cyberspace, everybody can be a journalist. You've probably got Journalistic Works In Progress on your home computer, haven't you? ......... Well, go write some, then!
However, it's not safe to be a journalist everywhere.
On the bright side, if European Data Protection Laws don't let you keep personal records, your anonymous remailer really can't go keeping logs, can it?
Oh, yeah, your church. I assume you're not Scientologist [*], [**], [***], or Jehovah's Witness [*], [**], , or a Moslem woman who wears a veil or head covering in public, or Catholic or anything controversial [*] like that? Lots of ways those things can get you in trouble in Europe.