Denmark's The Defectors hold the honor of having the 'Coolest Song In The World' on Little Steven's (Bruce Springsteen's E Street Band, The Sopranos) syndicated radio show Underground Garage. The track is called "It's Gonna Take Some Time" and the show can be heard across the US on some 120 different stations or via the web: http://www.littlestevensundergroundgarage.com/
Some of the Scandinavian acts who held the same honor earlier include The Raveonettes, The Flaming Sideburns and Soundtrack Of Our Lives.