On a U.S. keyboard, you use the Option/Alt+[ or ] keys to move up and down layers.
My problems is that the brackets on the Scandinavian keyboard are located on the 8 and 9 number keys and do not work with the same short cuts.
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A friend helped me find the solution!!
Here's my trick: First change to US keyboard. (win+space if you're on W8 or W10)
In Photoshop, use the Actions Panel! To keep it tidy, create a new group so you don't mix it with default actions. Create a new action and map it to f.ex. 'F2' in the create new actions dialogue. Record, and Enter 'Alt+LeftBracket' with US Keyboard active. Photoshop will save the command 'Select previous layer'. Create a new recording, map f.ex. 'F3', type 'Alt+RightBracket' and PS will record 'Select forward layer'. Now feel free to change your Keyboard back to your conspicious, outlandish, non-american layout.
F2 and F3 will give you layer select up and down!
Some keyboard shortcuts in Photoshop are hard-coded and can't be changed through the normal Edit → Keyboard Shortcuts... way (including the Alt + [/] shortcuts).
Depending on your OS, there are a few workarounds. Basically you either change your keyboard layout, or remap the shortcuts. Any OS should have methods for relatively easily changing keyboard layouts. In OS X you can open keyboard preferences, add a new keyboard input and check 'Show Input menu in menu bar' so you can easily switch between layouts.
AutoKeyboard (not free) is an app that allows you to automatically set default keyboard languages for specific apps.
You should also be able to use something like Keyboard Maestro (also not free) to map new shortcuts, without having to change the keyboard language.
Some more options to automatically open specific apps with a different keyboard: SuperUser - Application-specific default keyboard layout in Mac OS X
Related question on Adobe forums: PS, OS X and Norwegian Apple keyboard, shortcut problems