Sweden on Sunday investigated and tried to cope with its first brush with what police were treating as a possible terrorist attack by Islamist extremists the day after a suspected bomber injured two people and killed himself in central Stockholm.

"There has been a perception that it probably doesn't happen here and it wouldn't target us," said Magnus Ranstorp, research director at the Center for Asymmetric Threat Studies at the Swedish National Defense College in Stockholm, by telephone Sunday. "Now we have crossed the threshold, we have crossed a new line."

The country's Security Service was investigating two blasts that occurred a few hundred yards apart and close to a street crowded with Christmas shoppers about 5 p.m. local time Saturday.

The first blast set a car on fire, and the second killed the suspect and injured two people, Stockholm police said in a statement on their website.

Unlike neighboring Denmark, which became a target of Islamist anger in 2006 after its biggest newspaper published caricatures of the prophet Muhammad, Swedish police until October had deemed the threat of any terrorist attack to be "low."

The September general election brought the anti-immigration Sweden Democrats into parliament for the first time.

The country also has 500 troops in Afghanistan serving as part of the International Security Assistance Force.

Swedish artist Lars Vilks drew anger from some Muslims after the newspaper Nerikes Allehanda published one of his drawings that purported to put Muhammad's head on a dog's body in 2007.

Shortly before the explosions, police and the Swedish news agency Expressen received an e-mail with recordings in Swedish and Arabic from a man who said it was "time to strike" because a "war was being waged against Islam."

In the recording, the suspect expressed anger against Vilks and the Afghan deployment, Expressen said. He apologized to his family for lying about his trips to the Middle East, saying he went "for Jihad."

Britain's Guardian newspaper identified the suspect as Taimour Abdulwahab al-Abdaly, an Iraqi-born Swedish citizen who obtained a bachelor of science degree in sports therapy from the University of Bedfordshire in 2004.

The Guardian said the suspect's details had been confirmed by people close to the British government it did not identify.

A spokeswoman for the British Home Office declined to comment on the matter Sunday, saying "it would be inappropriate to comment on their ongoing investigation at this time."

The Swedish Transport Agency identified the car as belonging to Taimour Abdulwahab, a 28-year-old man living in Tranaas in the south of Sweden.

"Sweden was a calm bay in a stormy sea; now the problem is close to home," Ranstorp said, speaking from Copenhagen. "This kind of event changes the security perception. . . . You might have copycats."

Foreign Minister Carl Bildt wrote on Twitter that the attacks "could have been truly catastrophic" if they had not failed.

Swedish police did not release the suspect's name.

"We're trying to find out if he was working alone or not," Tomas Lindstrand, chief prosecutor on security issues at the country's International Prosecution Chamber, said at a news conference. "In his message to the police, he speaks as if to suggest there are others. It's the first time we've seen this type of attack in Sweden."

The Islamic Association in Sweden condemned the attacks in a statement on its website, saying they "threatened Swedes' mutual peace and security."

Ranstorp said it is "very rare" that an isolated incident would happen without other people being involved in the preparation. "I would be surprised if he didn't have broader connections," he said. "You have a car bomb, a suicide bomber, a statement sent to the media. There was a point of no return."

Prime Minister Fredrik Reinfeldt, head of a center-right coalition, said the police were "treating this as a terrorist action," but appealed to Swedes not to jump to "the wrong conclusions" or allow preliminary reports about the explosions to stir fresh tensions over Sweden's growing immigrant population, including about 450,000 Muslims.

Sweden's "openness is worth giving ourselves the time to get to the bottom of this," he said.