As a beginner I would avoid the fällkniv set. It is harder to feel what you doing with the whole of the knife weighing your hand down. A small set with separate picks is what you need to start.
The other thing I would say is, read the forum messages on that shop site before you decide to risk your money, then make your own decision. I seem to remember some people there having problems, though I could be remembering wrong. There are also other european companies who will sell you similar items, such as
http://www.multipick-service.com/default_en.htm
http://www.devonlocks.com/
http://www.locksmith-tools.co.uk/
If you order from any of these you will not have to pay import duty, and they will probably not be opened by customs officials either, being within the EU.
I suggest you add your location to your profile, to help peple to answer your further questions sensibly. Different countries have different locks.
For your information I started with an MPXS-14 set. Most of the picks I have never used. The pick I use most is the small hook. Other people will say the diamond is useful, and other people no doubt have found uses for all the different picks.
I recently also got a 'Hook Nr 2 Profi-Line' pick from Multipick, which is nice in smaller keyways. It is just a repackaged SouthOrd pick though.
