I doubt they would know since our codes are much different. You may try generating your own Italian codice fiscale here http://www.codicefiscale.com/

"Comune di nascita" put SVEZIA

or from here http://gratis.pietrelcinanet.com/codice_fiscale/codice.htm in "scegli comune" you click ESTERO and select SVEZIA

If still doesn't work I'll email them asking what could you put there.

Silverwook I'm not surprised by the request of the social security number though. In Italy it's quite commonly requested and we still don't have many cases of identity theft, that's a concept I only learnt in the UK and from Family Guy lol.