Hey Bo,
You could catch the train (or bus) from Helsingborg to Lund to the Lund observatory (which is apart of Lund uni now)
http://en.wikipedia.org/wiki/Lund_Observatory its not that far.
or go to the Tycho Brahe museum off Landskrona (super close to Helsingborg and an island - oops seen someone has mentioned this already).
Plenty of options down there. here is a list of astro societies in Sweden
http://sv.wikipedia.org/wiki/Lista_%...%C3%B6reningar all those listed as in
Skåne are doable.
Cheers
Russ