"In one of the following days I will order my first 8051 micro controller"

As this is your first, I'd definitely recommend that you get a complete Eval board or module - then at least you have a known good hardware platform to start from!

I'm sure there must be people making and/or selling such things in Sweden - after all, IAR's Swedish! - try talking to them.

For a quick start in programming - without the need for any hardware - download the free Keil Evaluation version, and use its simulator.
There's a wealth of info on the free Keil CD - you should definitely request a copy.
Keil also list a range of boards on their site.